+25.3%
FFIV vs PENG
+88.9%
-63.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +12.4% | -12.7% | -2.1% |
| 7D | -8.1% | -19.4% | +11.3% | -5.7% |
| 30D | -33.4% | -42.4% | +9.0% | -28.7% |
| 3M | -24.7% | -25.6% | +0.9% | -22.6% |
| 6M | -8.8% | +7.3% | -16.1% | -13.6% |
| YTD | +21.8% | +113.9% | -92.1% | +0.8% |
| 1Y | +25.3% | +93.6% | -68.3% | +3.9% |
| All | +25.3% | +88.9% | -63.6% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling