+71.9%
DD vs PENG
+720.8%
-648.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.3% | -11.1% | -2.6% |
| 7D | +3.2% | +1.9% | +1.4% | +2.2% |
| 30D | +20.3% | -37.8% | +58.1% | +28.8% |
| 3M | +8.2% | -14.1% | +22.3% | +8.3% |
| 6M | +3.4% | +13.1% | -9.7% | -5.8% |
| YTD | +30.6% | +151.8% | -121.2% | +0.4% |
| 1Y | +30.6% | +136.0% | -105.3% | +1.4% |
| 3Y | +91.1% | +217.9% | -126.8% | +32.4% |
| 5Y | +68.6% | +64.1% | +4.5% | +24.4% |
| All | +71.9% | +720.8% | -648.9% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling