+2,105.4%
FIX vs PENG
+115.2%
+1,990.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.4% | -4.5% | 0.0% |
| 7D | +6.0% | +4.5% | +1.5% | +4.6% |
| 30D | -7.2% | -7.1% | -0.1% | -5.4% |
| 3M | -15.9% | -27.3% | +11.4% | -10.5% |
| 6M | +12.7% | +169.6% | -156.8% | -19.4% |
| YTD | +72.8% | +164.6% | -91.8% | +23.2% |
| 1Y | +122.9% | +109.5% | +13.4% | +68.3% |
| 3Y | +774.3% | +98.9% | +675.4% | +517.4% |
| All | +2,105.4% | +115.2% | +1,990.2% | +1,435.7% |
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 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