+46.3%
FE vs PENG
+42.1%
+4.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +12.4% | -13.8% | -1.5% |
| 7D | -1.0% | -19.4% | +18.4% | -0.9% |
| 30D | +4.1% | -42.4% | +46.5% | +4.5% |
| 3M | -1.0% | -25.6% | +24.6% | -0.9% |
| 6M | +4.0% | +7.3% | -3.3% | +3.0% |
| YTD | +6.8% | +113.9% | -107.0% | +4.0% |
| 1Y | +5.3% | +93.6% | -88.3% | +2.7% |
| 3Y | +44.6% | +170.2% | -125.6% | +36.4% |
| All | +46.3% | +42.1% | +4.2% | +34.7% |
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