-24.4%
FDS vs PENG
+191.6%
-216.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.3% | -9.6% | +0.2% |
| 7D | -5.0% | -3.8% | -1.2% | -4.8% |
| 30D | +13.8% | -40.1% | +53.9% | +11.6% |
| 3M | +14.8% | -21.8% | +36.6% | +14.4% |
| 6M | +47.4% | +3.3% | +44.1% | +44.9% |
| YTD | +14.2% | +133.6% | -119.5% | +6.9% |
| 1Y | +26.6% | +110.7% | -84.1% | +19.0% |
| 3Y | -24.4% | +204.3% | -228.7% | -34.9% |
| All | -24.4% | +191.6% | -216.1% | -34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling