+139.2%
FE vs PENG
+597.2%
-458.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.4% | -12.8% | -1.0% |
| 7D | 0.0% | -19.4% | +19.4% | +0.6% |
| 30D | +5.2% | -42.4% | +47.6% | +7.3% |
| 3M | 0.0% | -25.6% | +25.6% | +0.6% |
| 6M | +5.0% | +7.3% | -2.2% | +2.4% |
| YTD | +7.9% | +113.9% | -106.0% | +0.6% |
| 1Y | +6.3% | +93.6% | -87.2% | -0.4% |
| 3Y | +46.0% | +170.2% | -124.2% | +30.2% |
| 5Y | +45.6% | +44.2% | +1.5% | +31.8% |
| All | +139.2% | +597.2% | -458.0% | +102.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling