+143.7%
FFIV vs PENG
+689.3%
-545.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.5% | +2.8% | -1.7% |
| 7D | -0.5% | +13.2% | -13.8% | -2.8% |
| 30D | -32.4% | -29.9% | -2.5% | -29.0% |
| 3M | -25.7% | -22.2% | -3.5% | -24.0% |
| 6M | -13.5% | -1.9% | -11.6% | -17.7% |
| YTD | +21.1% | +142.1% | -121.0% | -3.5% |
| 1Y | +29.4% | +151.5% | -122.1% | +2.2% |
| 3Y | +94.9% | +206.9% | -112.0% | +40.8% |
| 5Y | +34.7% | +58.2% | -23.5% | +3.2% |
| All | +143.7% | +689.3% | -545.6% | +45.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling