+25.5%
FDS vs PENG
+120.3%
-94.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.3% | -7.6% | +4.1% |
| 7D | -2.1% | +1.9% | -4.0% | -1.3% |
| 30D | +16.0% | -37.8% | +53.8% | +10.5% |
| 3M | +18.8% | -14.1% | +32.9% | +19.2% |
| 6M | +54.1% | +13.1% | +41.0% | +55.1% |
| YTD | +17.0% | +151.8% | -134.8% | +9.2% |
| 1Y | +25.5% | +136.0% | -110.5% | +16.6% |
| All | +25.5% | +120.3% | -94.7% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling