+143.3%
FN vs PENG
+31.0%
+112.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -23.0% | +8.8% | -4.8% |
| 7D | -16.0% | -36.7% | +20.7% | +0.9% |
| 30D | -40.1% | -42.0% | +1.9% | -26.0% |
| 3M | -43.9% | -33.2% | -10.7% | -34.4% |
| 6M | -55.6% | +2.1% | -57.7% | -57.7% |
| YTD | -35.7% | +90.3% | -125.9% | -52.6% |
| 1Y | -39.8% | +67.7% | -107.5% | -53.4% |
| 3Y | +80.3% | +154.2% | -74.0% | +15.6% |
| 5Y | +143.3% | +28.3% | +115.0% | +73.5% |
| All | +143.3% | +31.0% | +112.3% | +73.5% |
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 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