+53.9%
F vs PENG
+115.2%
-61.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.4% | -5.0% | +0.1% |
| 7D | +5.3% | +4.5% | +0.8% | +4.3% |
| 30D | +4.6% | -7.1% | +11.7% | +5.8% |
| 3M | -3.7% | -27.3% | +23.6% | -0.7% |
| 6M | +16.8% | +169.6% | -152.8% | -14.0% |
| YTD | +15.3% | +164.6% | -149.3% | -15.2% |
| 1Y | +31.0% | +109.5% | -78.5% | +1.1% |
| 3Y | +45.4% | +98.9% | -53.5% | +1.8% |
| All | +53.9% | +115.2% | -61.3% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling