-37.2%
FPS vs PENG
+109.9%
-147.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.9% | -23.0% | +4.2% | -6.6% |
| 7D | -35.8% | -36.7% | +0.9% | -18.0% |
| 30D | -56.0% | -42.0% | -13.9% | -41.7% |
| 3M | -52.7% | -33.2% | -19.5% | -41.4% |
| 6M | -56.6% | +2.1% | -58.7% | -55.4% |
| All | -37.2% | +109.9% | -147.1% | -55.8% |
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 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