+389.7%
FIVE vs PENG
+762.7%
-373.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.4% | -1.3% | +3.8% |
| 7D | +4.3% | +4.5% | -0.3% | +3.3% |
| 30D | +12.5% | -7.1% | +19.6% | +13.8% |
| 3M | +31.2% | -27.3% | +58.5% | +34.6% |
| 6M | +14.4% | +169.6% | -155.2% | -13.9% |
| YTD | +33.9% | +164.6% | -130.7% | +0.7% |
| 1Y | +65.1% | +109.5% | -44.4% | +29.6% |
| 3Y | +49.0% | +98.9% | -50.0% | +9.0% |
| 5Y | +30.3% | +116.3% | -86.0% | -9.4% |
| All | +389.7% | +762.7% | -373.0% | +171.8% |
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