+8.1%
FPS vs PENG
+191.9%
-183.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.4% | -4.0% | -0.3% |
| 7D | +3.1% | +4.5% | -1.4% | +1.2% |
| 30D | -18.6% | -7.1% | -11.4% | -16.1% |
| 3M | -51.5% | -27.3% | -24.2% | -46.9% |
| 6M | -8.5% | +169.6% | -178.1% | -40.1% |
| All | +8.1% | +191.9% | -183.8% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling