+30.2%
FITB vs PENG
+108.0%
-77.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.3% | -6.8% | +2.1% |
| 7D | -1.1% | -3.8% | +2.7% | -1.1% |
| 30D | +7.3% | -40.1% | +47.4% | +9.3% |
| 3M | -4.0% | -21.8% | +17.8% | -3.7% |
| 6M | +11.9% | +3.3% | +8.6% | +7.0% |
| YTD | +19.0% | +133.6% | -114.7% | -1.0% |
| All | +30.2% | +108.0% | -77.8% | +11.0% |
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