-60.5%
FND vs PENG
+68.7%
-129.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.3% | -11.1% | -2.8% |
| 7D | -4.4% | +1.9% | -6.3% | -5.6% |
| 30D | +14.5% | -37.8% | +52.3% | +23.9% |
| 3M | -15.6% | -14.1% | -1.5% | -16.3% |
| 6M | +4.7% | +13.1% | -8.4% | -9.7% |
| YTD | -16.1% | +151.8% | -167.9% | -44.0% |
| 1Y | -16.0% | +136.0% | -152.0% | -43.0% |
| 3Y | -35.5% | +217.9% | -253.4% | -64.1% |
| 5Y | -60.5% | +64.1% | -124.6% | -75.3% |
| All | -60.5% | +68.7% | -129.2% | -75.3% |
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