-56.4%
FICO vs PENG
+120.5%
-176.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.1% | +5.9% | -4.1% |
| 7D | +0.4% | -20.5% | +20.9% | -1.7% |
| 30D | +1.7% | -20.4% | +22.0% | +0.2% |
| 3M | -33.0% | -16.4% | -16.6% | -33.3% |
| 6M | -33.9% | +49.2% | -83.1% | -38.4% |
| YTD | -58.5% | +147.2% | -205.7% | -64.0% |
| 1Y | -56.4% | +124.7% | -181.0% | -62.2% |
| All | -56.4% | +120.5% | -176.8% | -62.2% |
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