+24.2%
FDS vs PENG
+136.5%
-112.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.7% | -0.7% |
| 7D | -2.6% | +34.6% | -37.2% | +1.8% |
| 30D | +14.1% | -35.9% | +50.0% | +9.1% |
| 3M | +19.8% | -14.7% | +34.5% | +20.0% |
| 6M | +55.0% | +13.5% | +41.4% | +56.5% |
| YTD | +15.9% | +156.1% | -140.2% | +8.4% |
| 1Y | +24.2% | +141.3% | -117.1% | +15.8% |
| All | +24.2% | +136.5% | -112.4% | +15.8% |
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 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