+141.1%
FITB vs PENG
+222.1%
-81.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.3% | -9.9% | -0.6% |
| 7D | -0.6% | +1.9% | -2.4% | -1.1% |
| 30D | +7.0% | -37.8% | +44.8% | +11.2% |
| 3M | -4.8% | -14.1% | +9.3% | -4.8% |
| 6M | +13.5% | +13.1% | +0.4% | +5.6% |
| YTD | +19.1% | +151.8% | -132.7% | -4.3% |
| 1Y | +30.8% | +136.0% | -105.2% | +6.1% |
| All | +141.1% | +222.1% | -81.0% | +59.1% |
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