-32.8%
FPS vs PENG
+135.9%
-168.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +12.4% | -5.4% | +0.4% |
| 7D | -24.5% | -19.4% | -5.1% | -15.0% |
| 30D | -52.1% | -42.4% | -9.7% | -36.7% |
| 3M | -48.4% | -25.6% | -22.7% | -39.7% |
| 6M | -54.4% | +7.3% | -61.6% | -54.9% |
| All | -32.8% | +135.9% | -168.8% | -55.7% |
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