+36.3%
FIVE vs PENG
+153.0%
-116.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -23.0% | +18.8% | -1.1% |
| 7D | -1.7% | -36.7% | +35.0% | +4.0% |
| 30D | +14.9% | -42.0% | +57.0% | +22.1% |
| 3M | +7.6% | -33.2% | +40.8% | +11.0% |
| 6M | +6.4% | +2.1% | +4.3% | -5.8% |
| YTD | +28.1% | +90.3% | -62.2% | -4.7% |
| 1Y | +54.7% | +67.7% | -12.9% | +18.5% |
| All | +36.3% | +153.0% | -116.7% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling