+28.3%
FND vs PENG
+689.3%
-661.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.5% | +3.3% | -1.0% |
| 7D | -6.8% | +13.2% | -20.0% | -9.5% |
| 30D | +8.0% | -29.9% | +37.9% | +14.0% |
| 3M | -18.9% | -22.2% | +3.3% | -17.7% |
| 6M | +4.7% | -1.9% | +6.6% | -5.0% |
| YTD | -21.6% | +142.1% | -163.7% | -44.8% |
| 1Y | -22.0% | +151.5% | -173.5% | -45.8% |
| 3Y | -40.4% | +206.9% | -247.4% | -63.3% |
| 5Y | -63.8% | +58.2% | -122.0% | -75.5% |
| All | +28.3% | +689.3% | -661.1% | -40.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling