+488.5%
FIX vs PENG
+228.7%
+259.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -9.1% | -6.0% | -11.9% |
| 7D | -18.9% | -20.5% | +1.6% | -12.2% |
| 30D | -36.3% | -20.4% | -15.9% | -31.8% |
| 3M | -38.5% | -16.4% | -22.1% | -35.8% |
| 6M | -42.3% | +49.2% | -91.5% | -53.3% |
| YTD | +17.1% | +147.2% | -130.1% | -23.0% |
| 1Y | +14.4% | +124.7% | -110.3% | -22.2% |
| All | +488.5% | +228.7% | +259.8% | +236.7% |
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