+29.2%
DD vs PENG
+143.7%
-114.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.8% |
| 7D | +6.7% | +34.6% | -27.9% | +3.5% |
| 30D | +19.4% | -35.9% | +55.3% | +23.0% |
| 3M | +7.6% | -14.7% | +22.3% | +7.3% |
| 6M | +2.9% | +13.5% | -10.6% | -6.4% |
| YTD | +29.9% | +156.1% | -126.3% | 0.0% |
| All | +29.2% | +143.7% | -114.4% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling