-19.6%
FDS vs PENG
+31.0%
-50.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -23.0% | +22.5% | -0.4% |
| 7D | +6.4% | -36.7% | +43.1% | +6.6% |
| 30D | +25.2% | -42.0% | +67.2% | +25.5% |
| 3M | +22.9% | -33.2% | +56.1% | +22.8% |
| 6M | +56.5% | +2.1% | +54.4% | +47.9% |
| YTD | +19.0% | +90.3% | -71.3% | +5.4% |
| 1Y | +32.7% | +67.7% | -34.9% | +18.7% |
| 3Y | -20.4% | +154.2% | -174.6% | -35.6% |
| 5Y | -19.6% | +28.3% | -47.9% | -31.9% |
| All | -19.6% | +31.0% | -50.6% | -31.9% |
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 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