+894.6%
FIX vs PENG
+31.0%
+863.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -23.0% | +11.4% | -4.5% |
| 7D | -27.2% | -36.7% | +9.4% | -16.5% |
| 30D | -46.9% | -42.0% | -4.9% | -38.1% |
| 3M | -44.4% | -33.2% | -11.2% | -38.2% |
| 6M | -50.9% | +2.1% | -53.0% | -53.6% |
| YTD | +3.5% | +90.3% | -86.7% | -19.9% |
| 1Y | -2.1% | +67.7% | -69.8% | -21.5% |
| 3Y | +418.7% | +154.2% | +264.5% | +260.7% |
| 5Y | +894.6% | +28.3% | +866.3% | +644.6% |
| All | +894.6% | +31.0% | +863.5% | +644.6% |
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 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