-68.5%
FLNC vs PENG
+99.4%
-167.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.9% | +7.6% | +7.1% |
| 7D | +6.0% | +7.8% | -1.8% | +1.9% |
| 30D | -16.3% | -12.2% | -4.1% | -11.3% |
| 3M | -54.1% | -20.6% | -33.5% | -51.1% |
| 6M | -25.3% | +180.9% | -206.2% | -58.0% |
| YTD | -44.2% | +162.3% | -206.5% | -67.7% |
| 1Y | +53.1% | +107.3% | -54.2% | -0.2% |
| 3Y | -58.3% | +110.8% | -169.1% | -77.6% |
| All | -68.5% | +99.4% | -167.8% | -82.6% |
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