+31.3%
FLR vs PENG
+762.7%
-731.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.4% | -8.8% | -4.1% |
| 7D | +5.4% | +4.5% | +0.9% | +4.0% |
| 30D | +11.4% | -7.1% | +18.5% | +13.3% |
| 3M | +11.4% | -27.3% | +38.7% | +17.3% |
| 6M | +16.6% | +169.6% | -152.9% | -17.2% |
| YTD | +41.7% | +164.6% | -122.9% | +0.5% |
| 1Y | +35.4% | +109.5% | -74.0% | +1.6% |
| 3Y | +57.3% | +98.9% | -41.6% | +7.1% |
| 5Y | +241.0% | +116.3% | +124.7% | +112.3% |
| All | +31.3% | +762.7% | -731.4% | -35.5% |
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