+140.6%
FE vs PENG
+705.8%
-565.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.1% | +9.1% | +0.4% |
| 7D | +1.7% | -20.5% | +22.2% | +2.6% |
| 30D | +8.1% | -20.4% | +28.5% | +8.8% |
| 3M | -1.3% | -16.4% | +15.1% | -1.0% |
| 6M | +2.9% | +49.2% | -46.3% | -1.2% |
| YTD | +8.6% | +147.2% | -138.6% | +0.8% |
| 1Y | +6.3% | +124.7% | -118.3% | -0.8% |
| 3Y | +45.1% | +230.3% | -185.1% | +28.2% |
| 5Y | +47.1% | +71.4% | -24.3% | +32.3% |
| All | +140.6% | +705.8% | -565.2% | +102.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling