-22.6%
FPS vs PENG
+172.7%
-195.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -9.1% | -8.2% | -12.7% |
| 7D | -23.3% | -20.5% | -2.9% | -13.6% |
| 30D | -42.4% | -20.4% | -22.1% | -35.4% |
| 3M | -43.0% | -16.4% | -26.6% | -37.8% |
| 6M | -44.5% | +49.2% | -93.7% | -52.6% |
| All | -22.6% | +172.7% | -195.3% | -52.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling