+37.7%
FND vs PENG
+597.2%
-559.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.4% | -12.8% | -3.1% |
| 7D | +7.7% | -19.4% | +27.1% | +11.2% |
| 30D | +11.9% | -42.4% | +54.2% | +23.1% |
| 3M | -14.6% | -25.6% | +11.1% | -12.4% |
| 6M | +0.5% | +7.3% | -6.8% | -11.6% |
| YTD | -15.8% | +113.9% | -129.7% | -39.1% |
| 1Y | -12.9% | +93.6% | -106.5% | -35.6% |
| 3Y | -34.2% | +170.2% | -204.4% | -58.2% |
| 5Y | -61.6% | +44.2% | -105.7% | -73.4% |
| All | +37.7% | +597.2% | -559.5% | -34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling