+47.5%
FITB vs PENG
+56.5%
-9.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.5% | +6.6% | +1.9% |
| 7D | +2.8% | +13.2% | -10.5% | +0.8% |
| 30D | +9.8% | -29.9% | +39.7% | +14.0% |
| 3M | -5.2% | -22.2% | +17.1% | -3.9% |
| 6M | +17.3% | -1.9% | +19.2% | +9.6% |
| YTD | +19.3% | +142.1% | -122.8% | -8.7% |
| 1Y | +32.7% | +151.5% | -118.8% | +0.7% |
| 3Y | +141.6% | +206.9% | -65.3% | +61.8% |
| All | +47.5% | +56.5% | -9.0% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling