-16.7%
FDS vs PENG
+115.2%
-131.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.4% | -10.0% | -3.6% |
| 7D | -1.9% | +4.5% | -6.4% | -2.0% |
| 30D | +9.0% | -7.1% | +16.1% | +9.1% |
| 3M | +18.9% | -27.3% | +46.1% | +19.3% |
| 6M | +35.1% | +169.6% | -134.5% | +20.7% |
| YTD | +5.5% | +164.6% | -159.1% | -5.8% |
| 1Y | -16.8% | +109.5% | -126.3% | -24.7% |
| 3Y | -28.1% | +98.9% | -127.0% | -37.5% |
| All | -16.7% | +115.2% | -131.9% | -30.3% |
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