-22.7%
FDS vs PENG
+42.1%
-64.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +12.4% | -16.1% | -3.7% |
| 7D | -0.5% | -19.4% | +18.9% | -0.4% |
| 30D | +20.2% | -42.4% | +62.6% | +20.8% |
| 3M | +19.9% | -25.6% | +45.5% | +19.8% |
| 6M | +56.2% | +7.3% | +48.9% | +48.5% |
| YTD | +14.6% | +113.9% | -99.3% | +1.5% |
| 1Y | +31.6% | +93.6% | -62.0% | +17.4% |
| 3Y | -23.8% | +170.2% | -194.0% | -37.9% |
| All | -22.7% | +42.1% | -64.9% | -34.5% |
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