+3,210.0%
FIX vs PENG
+705.8%
+2,504.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -9.1% | -6.0% | -12.8% |
| 7D | -18.9% | -20.5% | +1.6% | -14.0% |
| 30D | -36.3% | -20.4% | -15.9% | -32.9% |
| 3M | -38.5% | -16.4% | -22.1% | -36.4% |
| 6M | -42.3% | +49.2% | -91.5% | -49.5% |
| YTD | +17.1% | +147.2% | -130.1% | -10.2% |
| 1Y | +14.4% | +124.7% | -110.3% | -10.4% |
| 3Y | +486.7% | +230.3% | +256.4% | +310.4% |
| 5Y | +1,083.7% | +71.4% | +1,012.3% | +784.1% |
| All | +3,210.0% | +705.8% | +2,504.1% | +1,986.6% |
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 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