+2,986.1%
FIX vs PENG
+597.2%
+2,388.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +12.4% | -6.9% | +2.3% |
| 7D | -17.5% | -19.4% | +2.0% | -12.9% |
| 30D | -41.6% | -42.4% | +0.8% | -33.3% |
| 3M | -40.6% | -25.6% | -14.9% | -36.8% |
| 6M | -49.4% | +7.3% | -56.7% | -52.0% |
| YTD | +9.2% | +113.9% | -104.7% | -13.4% |
| 1Y | +6.5% | +93.6% | -87.1% | -13.6% |
| 3Y | +448.7% | +170.2% | +278.5% | +301.7% |
| 5Y | +948.7% | +44.2% | +904.5% | +714.6% |
| All | +2,986.1% | +597.2% | +2,388.9% | +1,912.6% |
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 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