+392.7%
FIVE vs PENG
+661.7%
-268.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +9.3% | -3.7% | +3.9% |
| 7D | +6.2% | -3.8% | +10.0% | +5.8% |
| 30D | +18.2% | -40.1% | +58.3% | +27.7% |
| 3M | +3.8% | -21.8% | +25.6% | +5.3% |
| 6M | +13.7% | +3.3% | +10.4% | +3.6% |
| YTD | +34.7% | +133.6% | -98.9% | +0.5% |
| 1Y | +66.6% | +110.7% | -44.1% | +26.9% |
| 3Y | +44.3% | +204.3% | -160.0% | -3.4% |
| 5Y | +18.8% | +54.4% | -35.6% | -14.2% |
| All | +392.7% | +661.7% | -268.9% | +171.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling