-83.2%
FIG vs PENG
+91.9%
-175.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.3% | -6.1% | +3.6% |
| 7D | -12.6% | -3.8% | -8.8% | -12.8% |
| 30D | -13.8% | -40.1% | +26.3% | -17.6% |
| 3M | -16.7% | -21.8% | +5.1% | -17.8% |
| 6M | -6.1% | +3.3% | -9.4% | -8.1% |
| YTD | -48.1% | +133.6% | -181.7% | -51.2% |
| 1Y | -56.2% | +110.7% | -166.9% | -60.2% |
| All | -83.2% | +91.9% | -175.1% | -84.6% |
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 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