+13.6%
FIVE vs PENG
+42.1%
-28.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.4% | -12.8% | -2.6% |
| 7D | -0.3% | -19.4% | +19.2% | +2.6% |
| 30D | +17.7% | -42.4% | +60.0% | +27.8% |
| 3M | +4.0% | -25.6% | +29.6% | +6.1% |
| 6M | +2.6% | +7.3% | -4.7% | -9.7% |
| YTD | +27.6% | +113.9% | -86.3% | -8.0% |
| 1Y | +59.9% | +93.6% | -33.6% | +18.1% |
| 3Y | +35.8% | +170.2% | -134.4% | -14.4% |
| All | +13.6% | +42.1% | -28.5% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling