-12.9%
FND vs PENG
+88.9%
-101.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.4% | -12.8% | -1.1% |
| 7D | +7.7% | -19.4% | +27.1% | +8.5% |
| 30D | +11.9% | -42.4% | +54.2% | +15.1% |
| 3M | -14.6% | -25.6% | +11.1% | -14.4% |
| 6M | +0.5% | +7.3% | -6.8% | -9.9% |
| YTD | -15.8% | +113.9% | -129.7% | -36.5% |
| 1Y | -12.9% | +93.6% | -106.5% | -33.1% |
| All | -12.9% | +88.9% | -101.9% | -33.1% |
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