-11.4%
F vs PENG
+31.0%
-42.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -23.0% | +21.9% | +3.1% |
| 7D | +1.4% | -36.7% | +38.1% | +9.1% |
| 30D | +2.0% | -42.0% | +44.1% | +10.5% |
| 3M | -10.4% | -33.2% | +22.8% | -6.6% |
| 6M | +9.7% | +2.1% | +7.6% | -2.0% |
| YTD | -1.2% | +90.3% | -91.5% | -25.6% |
| 1Y | 0.0% | +67.7% | -67.6% | -22.6% |
| 3Y | +41.1% | +154.2% | -113.1% | -12.4% |
| 5Y | -11.4% | +28.3% | -39.7% | -36.8% |
| All | -11.4% | +31.0% | -42.4% | -36.8% |
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