-23.7%
FPS vs PENG
+167.1%
-190.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.3% | +2.9% |
| 7D | +13.6% | +13.2% | +0.3% | +6.5% |
| 30D | -32.4% | -29.9% | -2.4% | -18.6% |
| 3M | -41.1% | -22.2% | -18.9% | -33.3% |
| 6M | -51.4% | -1.9% | -49.5% | -51.5% |
| All | -23.7% | +167.1% | -190.8% | -52.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling