+42.9%
FWONK vs PENG
+107.9%
-65.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -2.1% | +7.8% | -9.9% | -2.4% |
| 30D | -7.7% | -12.2% | +4.5% | -7.3% |
| 3M | +9.3% | -20.6% | +29.9% | +9.6% |
| 6M | +13.3% | +180.9% | -167.6% | +2.6% |
| YTD | -3.6% | +162.3% | -165.9% | -12.5% |
| 1Y | -6.8% | +107.3% | -114.0% | -14.1% |
| All | +42.9% | +107.9% | -65.1% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling