+39.3%
FFIV vs PENG
+42.1%
-2.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +12.4% | -12.7% | -2.6% |
| 7D | -8.1% | -19.4% | +11.3% | -5.0% |
| 30D | -33.4% | -42.4% | +9.0% | -27.0% |
| 3M | -24.7% | -25.6% | +0.9% | -22.2% |
| 6M | -8.8% | +7.3% | -16.1% | -16.0% |
| YTD | +21.8% | +113.9% | -92.1% | -4.5% |
| 1Y | +25.3% | +93.6% | -68.3% | 0.0% |
| 3Y | +101.2% | +170.2% | -69.1% | +37.3% |
| All | +39.3% | +42.1% | -2.8% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling