+84.5%
F vs PENG
+597.2%
-512.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +12.4% | -13.1% | -2.8% |
| 7D | +1.6% | -19.4% | +21.0% | +4.2% |
| 30D | +2.6% | -42.4% | +45.0% | +10.8% |
| 3M | -8.8% | -25.6% | +16.8% | -6.9% |
| 6M | +4.6% | +7.3% | -2.7% | -4.4% |
| YTD | -1.9% | +113.9% | -115.8% | -22.7% |
| 1Y | -0.8% | +93.6% | -94.3% | -20.6% |
| 3Y | +43.5% | +170.2% | -126.7% | +1.6% |
| 5Y | -12.1% | +44.2% | -56.3% | -33.6% |
| All | +84.5% | +597.2% | -512.7% | +24.1% |
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