+207.8%
FFIV vs PENG
+762.7%
-554.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.9% | -1.6% |
| 7D | -1.0% | +4.5% | -5.5% | -1.8% |
| 30D | -5.1% | -7.1% | +2.0% | -4.1% |
| 3M | -4.5% | -27.3% | +22.8% | -1.7% |
| 6M | +36.5% | +169.6% | -133.1% | +9.3% |
| YTD | +53.0% | +164.6% | -111.7% | +22.3% |
| 1Y | +24.2% | +109.5% | -85.3% | +2.6% |
| 3Y | +137.2% | +98.9% | +38.3% | +83.9% |
| 5Y | +91.8% | +116.3% | -24.5% | +41.8% |
| All | +207.8% | +762.7% | -554.8% | +84.8% |
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