+101.7%
FICO vs PENG
+115.2%
-13.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +6.4% | -23.1% | -17.4% |
| 7D | -19.2% | +4.5% | -23.7% | -19.7% |
| 30D | -14.6% | -7.1% | -7.5% | -14.2% |
| 3M | -20.1% | -27.3% | +7.2% | -19.1% |
| 6M | -36.3% | +169.6% | -205.9% | -50.9% |
| YTD | -44.9% | +164.6% | -209.5% | -57.6% |
| 1Y | -38.6% | +109.5% | -148.1% | -50.8% |
| 3Y | +4.0% | +98.9% | -94.9% | -22.7% |
| All | +101.7% | +115.2% | -13.6% | +43.6% |
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