+274.4%
FTI vs PENG
+762.7%
-488.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.7% | -1.6% |
| 7D | +5.3% | +4.5% | +0.7% | +4.3% |
| 30D | +15.3% | -7.1% | +22.4% | +16.5% |
| 3M | +15.8% | -27.3% | +43.0% | +19.3% |
| 6M | +22.6% | +169.6% | -147.0% | -6.1% |
| YTD | +79.5% | +164.6% | -85.1% | +37.2% |
| 1Y | +102.0% | +109.5% | -7.4% | +60.6% |
| 3Y | +315.8% | +98.9% | +216.9% | +203.7% |
| 5Y | +1,129.5% | +116.3% | +1,013.3% | +739.7% |
| All | +274.4% | +762.7% | -488.3% | +110.9% |
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