+389.3%
FIVE vs PENG
+705.8%
-316.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -9.1% | +15.8% | +8.4% |
| 7D | +7.5% | -20.5% | +28.0% | +11.6% |
| 30D | +16.7% | -20.4% | +37.1% | +19.7% |
| 3M | +13.4% | -16.4% | +29.8% | +14.2% |
| 6M | +9.0% | +49.2% | -40.2% | -8.1% |
| YTD | +33.8% | +147.2% | -113.4% | -0.6% |
| 1Y | +61.2% | +124.7% | -63.5% | +22.0% |
| 3Y | +42.1% | +230.3% | -188.1% | -5.8% |
| 5Y | +21.4% | +71.4% | -50.0% | -13.4% |
| All | +389.3% | +705.8% | -316.5% | +168.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling