+12.5%
FN vs PENG
+118.5%
-106.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.4% | -3.3% | +0.4% |
| 7D | -1.7% | +4.5% | -6.2% | -3.6% |
| 30D | -22.0% | -7.1% | -14.9% | -19.0% |
| 3M | -43.0% | -27.3% | -15.7% | -36.8% |
| 6M | -27.7% | +169.6% | -197.3% | -57.1% |
| YTD | -10.5% | +164.6% | -175.1% | -47.2% |
| 1Y | +12.5% | +109.5% | -97.0% | -36.8% |
| All | +12.5% | +118.5% | -106.0% | -36.8% |
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 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