+34.9%
FND vs PENG
+762.7%
-727.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.7% |
| 6M | -21.7% | +169.6% | -191.3% | -43.8% |
| YTD | -17.5% | +164.6% | -182.1% | -40.8% |
| 1Y | -39.3% | +109.5% | -148.8% | -54.3% |
| 3Y | -49.8% | +98.9% | -148.7% | -65.4% |
| 5Y | -60.1% | +116.3% | -176.3% | -74.0% |
| All | +34.9% | +762.7% | -727.7% | -36.4% |
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