-1.8%
FWONK vs PENG
+120.5%
-122.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -9.1% | +12.6% | +3.4% |
| 7D | +8.9% | -20.5% | +29.4% | +8.7% |
| 30D | +4.1% | -20.4% | +24.5% | +4.1% |
| 3M | +2.6% | -16.4% | +19.0% | +2.7% |
| 6M | +12.2% | +49.2% | -37.0% | +6.2% |
| YTD | +0.4% | +147.2% | -146.8% | -8.2% |
| 1Y | -1.8% | +124.7% | -126.5% | -10.3% |
| All | -1.8% | +120.5% | -122.3% | -10.3% |
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