-70.4%
FLNC vs PENG
+101.2%
-171.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.4% | -5.0% | -1.7% |
| 7D | -4.9% | +4.5% | -9.4% | -7.1% |
| 30D | -27.3% | -7.1% | -20.2% | -25.1% |
| 3M | -61.9% | -27.3% | -34.6% | -57.4% |
| 6M | -34.5% | +169.6% | -204.1% | -62.4% |
| YTD | -47.7% | +164.6% | -212.3% | -69.8% |
| 1Y | +53.3% | +109.5% | -56.1% | -0.5% |
| 3Y | -62.4% | +98.9% | -161.3% | -78.9% |
| All | -70.4% | +101.2% | -171.6% | -83.8% |
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