+138.5%
FE vs PENG
+762.7%
-624.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.4% | -7.0% | -0.9% |
| 7D | +1.9% | +4.5% | -2.6% | +1.7% |
| 30D | -1.2% | -7.1% | +5.9% | -0.9% |
| 3M | +3.5% | -27.3% | +30.8% | +4.2% |
| 6M | -6.1% | +169.6% | -175.6% | -12.6% |
| YTD | +7.6% | +164.6% | -157.0% | 0.0% |
| 1Y | +11.9% | +109.5% | -97.6% | +5.2% |
| 3Y | +48.4% | +98.9% | -50.5% | +35.6% |
| 5Y | +44.8% | +116.3% | -71.5% | +28.3% |
| All | +138.5% | +762.7% | -624.1% | +101.1% |
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