+44.5%
F vs PENG
+153.0%
-108.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -23.0% | +21.9% | +1.7% |
| 7D | +1.4% | -36.7% | +38.1% | +6.4% |
| 30D | +2.0% | -42.0% | +44.1% | +7.6% |
| 3M | -10.4% | -33.2% | +22.8% | -8.0% |
| 6M | +9.7% | +2.1% | +7.6% | +0.5% |
| YTD | -1.2% | +90.3% | -91.5% | -20.1% |
| 1Y | 0.0% | +67.7% | -67.6% | -17.6% |
| All | +44.5% | +153.0% | -108.5% | -11.2% |
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 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