-85.6%
FLNC vs PENG
+50.3%
-135.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -2.3% | -6.8% | -8.0% |
| 7D | -10.7% | -16.1% | +5.3% | -4.2% |
| 30D | -33.9% | -41.5% | +7.6% | -16.5% |
| 3M | -61.2% | -19.1% | -42.1% | -59.5% |
| 6M | -79.7% | +0.9% | -80.6% | -81.9% |
| YTD | -75.2% | +128.2% | -203.4% | -85.4% |
| 1Y | -77.5% | +98.6% | -176.0% | -85.7% |
| 3Y | -71.4% | +188.2% | -259.6% | -86.4% |
| 5Y | -85.6% | +55.5% | -141.1% | -91.4% |
| All | -85.6% | +50.3% | -135.9% | -91.4% |
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