+212.2%
FWONK vs PENG
+752.7%
-540.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.2% | -5.1% | -0.5% |
| 7D | +0.1% | -1.2% | +1.3% | +0.2% |
| 30D | -7.7% | -12.9% | +5.1% | -6.3% |
| 3M | +5.7% | -20.5% | +26.2% | +6.4% |
| 6M | +13.5% | +176.8% | -163.4% | -7.9% |
| YTD | -3.0% | +161.6% | -164.5% | -20.9% |
| 1Y | -6.4% | +95.6% | -102.1% | -20.7% |
| 3Y | +43.8% | +111.9% | -68.1% | +11.3% |
| 5Y | +98.6% | +111.4% | -12.8% | +47.7% |
| All | +212.2% | +752.7% | -540.5% | +79.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling