-48.4%
FND vs PENG
+101.4%
-149.8%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.4% | -4.7% | +0.8% |
| 7D | -5.2% | +4.5% | -9.8% | -5.8% |
| 30D | -19.9% | -7.1% | -12.8% | -19.2% |
| 3M | +2.7% | -27.3% | +30.0% | +4.9% |
| 6M | -21.7% | +169.6% | -191.3% | -38.6% |
| YTD | -17.5% | +164.6% | -182.1% | -35.4% |
| 1Y | -39.3% | +109.5% | -148.8% | -50.8% |
| All | -48.4% | +101.4% | -149.8% | -59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling