-71.1%
FLNC vs PENG
+98.4%
-169.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.5% | -7.9% | -8.1% |
| 7D | -4.2% | +7.3% | -11.5% | -7.6% |
| 30D | -20.0% | -7.5% | -12.5% | -17.4% |
| 3M | -56.9% | -17.2% | -39.6% | -55.0% |
| 6M | -35.5% | +176.7% | -212.3% | -63.5% |
| YTD | -48.8% | +161.0% | -209.9% | -70.3% |
| 1Y | +49.3% | +108.8% | -59.6% | -3.1% |
| 3Y | -61.8% | +109.8% | -171.6% | -79.4% |
| All | -71.1% | +98.4% | -169.5% | -84.0% |
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