-84.0%
FIG vs PENG
+56.3%
-140.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -23.0% | +6.3% | -18.1% |
| 7D | -17.4% | -36.7% | +19.3% | -20.2% |
| 30D | -15.9% | -42.0% | +26.1% | -19.1% |
| 3M | -34.5% | -33.2% | -1.3% | -35.8% |
| 6M | -5.0% | +2.1% | -7.2% | -9.2% |
| YTD | -50.7% | +90.3% | -140.9% | -54.2% |
| 1Y | -58.1% | +67.7% | -125.8% | -62.8% |
| All | -84.0% | +56.3% | -140.4% | -85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling