-55.8%
FIG vs PENG
+118.5%
-174.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.4% | -10.8% | -3.8% |
| 7D | -16.3% | +4.5% | -20.9% | -15.9% |
| 30D | -14.3% | -7.1% | -7.2% | -14.7% |
| 3M | +7.2% | -27.3% | +34.4% | +6.6% |
| 6M | -18.6% | +169.6% | -188.2% | -29.4% |
| YTD | -35.5% | +164.6% | -200.1% | -43.9% |
| 1Y | -55.8% | +109.5% | -165.3% | -69.3% |
| All | -55.8% | +118.5% | -174.3% | -69.3% |
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