+46.3%
FE vs PENG
+31.0%
+15.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -23.0% | +22.9% | -0.1% |
| 7D | +0.6% | -36.7% | +37.3% | +0.8% |
| 30D | +6.4% | -42.0% | +48.5% | +6.7% |
| 3M | -0.5% | -33.2% | +32.7% | -0.3% |
| 6M | +4.7% | +2.1% | +2.6% | +3.7% |
| YTD | +8.4% | +90.3% | -81.9% | +5.6% |
| 1Y | +7.2% | +67.7% | -60.4% | +4.7% |
| 3Y | +44.9% | +154.2% | -109.3% | +36.3% |
| 5Y | +46.3% | +28.3% | +18.0% | +34.5% |
| All | +46.3% | +31.0% | +15.3% | +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