+77.9%
DD vs PENG
+184.4%
-106.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +12.4% | -11.3% | -0.6% |
| 7D | +4.6% | -19.4% | +24.1% | +7.2% |
| 30D | +11.8% | -42.4% | +54.2% | +19.1% |
| 3M | +2.2% | -25.6% | +27.8% | +4.2% |
| 6M | -1.6% | +7.3% | -8.9% | -10.1% |
| YTD | +23.0% | +113.9% | -90.9% | -2.5% |
| 1Y | +26.9% | +93.6% | -66.6% | +2.2% |
| 3Y | +77.9% | +170.2% | -92.3% | +25.3% |
| All | +77.9% | +184.4% | -106.5% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling