+204.7%
FITB vs PENG
+597.2%
-392.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +12.4% | -13.2% | -2.9% |
| 7D | -1.5% | -19.4% | +17.9% | +1.2% |
| 30D | +5.8% | -42.4% | +48.2% | +14.5% |
| 3M | -6.1% | -25.6% | +19.5% | -3.9% |
| 6M | +5.9% | +7.3% | -1.3% | -3.9% |
| YTD | +16.1% | +113.9% | -97.8% | -10.1% |
| 1Y | +28.8% | +93.6% | -64.7% | +1.5% |
| 3Y | +126.0% | +170.2% | -44.2% | +55.5% |
| 5Y | +45.3% | +44.2% | +1.1% | +6.3% |
| All | +204.7% | +597.2% | -392.5% | +82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling