+379.0%
FIVE vs PENG
+689.3%
-310.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | +0.8% |
| 7D | +2.7% | +13.2% | -10.6% | +0.1% |
| 30D | +12.7% | -29.9% | +42.6% | +18.3% |
| 3M | +2.1% | -22.2% | +24.3% | +3.5% |
| 6M | +17.5% | -1.9% | +19.4% | +8.2% |
| YTD | +31.0% | +142.1% | -111.2% | -3.1% |
| 1Y | +67.7% | +151.5% | -83.8% | +22.9% |
| 3Y | +43.4% | +206.9% | -163.6% | -4.2% |
| 5Y | +18.1% | +58.2% | -40.2% | -15.2% |
| All | +379.0% | +689.3% | -310.3% | +161.7% |
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