-62.0%
FND vs PENG
+42.1%
-104.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.4% | -12.8% | -2.9% |
| 7D | +7.7% | -19.4% | +27.1% | +11.0% |
| 30D | +11.9% | -42.4% | +54.2% | +22.7% |
| 3M | -14.6% | -25.6% | +11.1% | -12.6% |
| 6M | +0.5% | +7.3% | -6.8% | -13.4% |
| YTD | -15.8% | +113.9% | -129.7% | -41.9% |
| 1Y | -12.9% | +93.6% | -106.5% | -38.3% |
| 3Y | -34.2% | +170.2% | -204.4% | -62.1% |
| All | -62.0% | +42.1% | -104.1% | -75.7% |
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 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