-59.9%
FND vs PENG
+115.2%
-175.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.4% | -4.7% | +0.2% |
| 7D | -5.2% | +4.5% | -9.8% | -6.2% |
| 30D | -19.9% | -7.1% | -12.8% | -18.8% |
| 3M | +2.7% | -27.3% | +30.0% | +5.8% |
| 6M | -21.7% | +169.6% | -191.3% | -45.7% |
| YTD | -17.5% | +164.6% | -182.1% | -42.9% |
| 1Y | -39.3% | +109.5% | -148.8% | -55.7% |
| 3Y | -49.8% | +98.9% | -148.7% | -66.8% |
| All | -59.9% | +115.2% | -175.1% | -73.6% |
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