-15.8%
F vs PENG
+42.1%
-57.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +12.4% | -13.1% | -3.0% |
| 7D | +1.6% | -19.4% | +21.0% | +4.4% |
| 30D | +2.6% | -42.4% | +45.0% | +11.6% |
| 3M | -8.8% | -25.6% | +16.8% | -7.0% |
| 6M | +4.6% | +7.3% | -2.7% | -7.2% |
| YTD | -1.9% | +113.9% | -115.8% | -27.8% |
| 1Y | -0.8% | +93.6% | -94.3% | -25.5% |
| 3Y | +43.5% | +170.2% | -126.7% | -11.3% |
| All | -15.8% | +42.1% | -57.9% | -41.4% |
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