-23.6%
FPS vs PENG
+182.6%
-206.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +1.7% | -11.6% | -10.8% |
| 7D | +21.6% | +34.6% | -13.0% | +3.9% |
| 30D | -38.8% | -35.9% | -2.8% | -23.7% |
| 3M | -42.1% | -14.7% | -27.4% | -37.4% |
| 6M | -48.5% | +13.5% | -62.0% | -51.5% |
| All | -23.6% | +182.6% | -206.2% | -54.1% |
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