+60.1%
DD vs PENG
+520.3%
-460.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -23.0% | +19.2% | +0.2% |
| 7D | +3.1% | -36.7% | +39.8% | +10.9% |
| 30D | +8.7% | -42.0% | +50.8% | +17.8% |
| 3M | -1.2% | -33.2% | +32.0% | +3.5% |
| 6M | -1.1% | +2.1% | -3.2% | -8.4% |
| YTD | +21.7% | +90.3% | -68.6% | -1.5% |
| 1Y | +24.0% | +67.7% | -43.6% | +2.6% |
| 3Y | +75.6% | +154.2% | -78.6% | +26.7% |
| 5Y | +58.2% | +28.3% | +29.9% | +22.1% |
| All | +60.1% | +520.3% | -460.2% | -2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling