+432.3%
FICO vs PENG
+520.3%
-88.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -23.0% | +23.9% | +4.3% |
| 7D | -0.3% | -36.7% | +36.4% | +5.8% |
| 30D | +1.7% | -42.0% | +43.8% | +8.3% |
| 3M | -35.2% | -33.2% | -2.0% | -33.3% |
| 6M | -33.7% | +2.1% | -35.8% | -40.8% |
| YTD | -58.2% | +90.3% | -148.4% | -67.7% |
| 1Y | -56.6% | +67.7% | -124.2% | -65.7% |
| 3Y | -24.0% | +154.2% | -178.2% | -48.3% |
| 5Y | +86.1% | +28.3% | +57.8% | +36.1% |
| All | +432.3% | +520.3% | -88.1% | +201.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling