+43.2%
FND vs PENG
+661.7%
-618.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +9.3% | -5.2% | +2.0% |
| 7D | +8.5% | -3.8% | +12.3% | +7.9% |
| 30D | +17.2% | -40.1% | +57.3% | +28.1% |
| 3M | -14.9% | -21.8% | +6.9% | -13.7% |
| 6M | +3.1% | +3.3% | -0.2% | -7.8% |
| YTD | -12.4% | +133.6% | -146.1% | -37.8% |
| 1Y | -10.0% | +110.7% | -120.7% | -34.6% |
| 3Y | -31.3% | +204.3% | -235.6% | -57.6% |
| 5Y | -60.3% | +54.4% | -114.7% | -72.9% |
| All | +43.2% | +661.7% | -618.4% | -33.2% |
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