+145.8%
FFIV vs PENG
+520.3%
-374.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -23.0% | +17.6% | -1.4% |
| 7D | -14.2% | -36.7% | +22.5% | -7.6% |
| 30D | -33.6% | -42.0% | +8.4% | -28.0% |
| 3M | -24.2% | -33.2% | +9.0% | -20.2% |
| 6M | -8.3% | +2.1% | -10.4% | -13.4% |
| YTD | +22.1% | +90.3% | -68.2% | +1.8% |
| 1Y | +26.5% | +67.7% | -41.2% | +7.5% |
| 3Y | +102.3% | +154.2% | -51.9% | +51.5% |
| 5Y | +40.6% | +28.3% | +12.3% | +12.1% |
| All | +145.8% | +520.3% | -374.6% | +53.8% |
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