+197.9%
FTI vs PENG
+597.2%
-399.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +12.4% | -9.3% | +0.8% |
| 7D | -7.6% | -19.4% | +11.8% | -4.5% |
| 30D | -7.1% | -42.4% | +35.3% | +1.6% |
| 3M | -8.7% | -25.6% | +16.9% | -5.9% |
| 6M | -14.0% | +7.3% | -21.3% | -21.2% |
| YTD | +42.8% | +113.9% | -71.0% | +11.1% |
| 1Y | +50.4% | +93.6% | -43.2% | +19.1% |
| 3Y | +194.1% | +170.2% | +23.9% | +102.6% |
| 5Y | +775.2% | +44.2% | +731.0% | +541.0% |
| All | +197.9% | +597.2% | -399.3% | +70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling