-25.7%
FN vs PENG
+120.5%
-146.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -9.1% | +3.1% | -1.6% |
| 7D | -7.0% | -20.5% | +13.5% | +3.6% |
| 30D | -24.7% | -20.4% | -4.4% | -16.9% |
| 3M | -35.7% | -16.4% | -19.3% | -30.6% |
| 6M | -52.4% | +49.2% | -101.6% | -64.9% |
| YTD | -25.0% | +147.2% | -172.1% | -62.5% |
| 1Y | -25.7% | +124.7% | -150.3% | -59.4% |
| All | -25.7% | +120.5% | -146.1% | -59.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling