+150.1%
FFIV vs PENG
+644.0%
-493.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.3% |
| 7D | -4.2% | -16.1% | +11.9% | -1.9% |
| 30D | -33.9% | -41.5% | +7.6% | -28.4% |
| 3M | -22.6% | -19.1% | -3.5% | -21.3% |
| 6M | -10.4% | +0.9% | -11.3% | -15.2% |
| YTD | +24.3% | +128.2% | -103.9% | +0.2% |
| 1Y | +31.8% | +98.6% | -66.8% | +8.6% |
| 3Y | +99.5% | +188.2% | -88.7% | +45.9% |
| 5Y | +40.7% | +55.5% | -14.8% | +8.3% |
| All | +150.1% | +644.0% | -493.9% | +51.3% |
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