+46.0%
F vs PENG
+101.4%
-55.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.4% | -5.0% | +0.6% |
| 7D | +5.3% | +4.5% | +0.8% | +4.7% |
| 30D | +4.6% | -7.1% | +11.7% | +5.4% |
| 3M | -3.7% | -27.3% | +23.6% | -1.5% |
| 6M | +16.8% | +169.6% | -152.8% | -4.0% |
| YTD | +15.3% | +164.6% | -149.3% | -5.2% |
| 1Y | +31.0% | +109.5% | -78.5% | +10.9% |
| All | +46.0% | +101.4% | -55.4% | +17.3% |
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