+883.3%
FTI vs PENG
+56.5%
+826.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.5% | +7.5% | +2.8% |
| 7D | +4.3% | +13.2% | -8.9% | +2.3% |
| 30D | -4.7% | -29.9% | +25.3% | -0.8% |
| 3M | -13.5% | -22.2% | +8.7% | -12.1% |
| 6M | -8.7% | -1.9% | -6.8% | -13.0% |
| YTD | +49.0% | +142.1% | -93.1% | +19.6% |
| 1Y | +54.0% | +151.5% | -97.5% | +22.7% |
| 3Y | +211.6% | +206.9% | +4.7% | +126.7% |
| All | +883.3% | +56.5% | +826.8% | +594.2% |
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