+61.2%
FIVE vs PENG
+120.5%
-59.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -9.1% | +15.8% | +7.0% |
| 7D | +7.5% | -20.5% | +28.0% | +8.5% |
| 30D | +16.7% | -20.4% | +37.1% | +17.2% |
| 3M | +13.4% | -16.4% | +29.8% | +13.1% |
| 6M | +9.0% | +49.2% | -40.2% | -4.4% |
| YTD | +33.8% | +147.2% | -113.4% | +2.6% |
| 1Y | +61.2% | +124.7% | -63.5% | +26.3% |
| All | +61.2% | +120.5% | -59.3% | +26.3% |
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