+316.3%
FERG vs PENG
+762.7%
-446.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.4% | -4.1% | +1.6% |
| 7D | 0.0% | +4.5% | -4.6% | -0.5% |
| 30D | -10.2% | -7.1% | -3.1% | -9.7% |
| 3M | -0.6% | -27.3% | +26.7% | +1.0% |
| 6M | -6.5% | +169.6% | -176.1% | -19.0% |
| YTD | +4.2% | +164.6% | -160.4% | -9.7% |
| 1Y | -2.3% | +109.5% | -111.7% | -13.4% |
| 3Y | +48.5% | +98.9% | -50.4% | +26.9% |
| 5Y | +72.0% | +116.3% | -44.2% | +43.3% |
| All | +316.3% | +762.7% | -446.4% | +234.0% |
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