+85.8%
F vs PENG
+520.3%
-434.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -23.0% | +21.9% | +2.9% |
| 7D | +1.4% | -36.7% | +38.1% | +8.5% |
| 30D | +2.0% | -42.0% | +44.1% | +9.9% |
| 3M | -10.4% | -33.2% | +22.8% | -6.7% |
| 6M | +9.7% | +2.1% | +7.6% | +1.1% |
| YTD | -1.2% | +90.3% | -91.5% | -20.5% |
| 1Y | 0.0% | +67.7% | -67.6% | -17.7% |
| 3Y | +41.1% | +154.2% | -113.1% | +0.9% |
| 5Y | -11.4% | +28.3% | -39.7% | -31.7% |
| All | +85.8% | +520.3% | -434.5% | +27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling