+211.9%
FWONK vs PENG
+762.7%
-550.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.4% | -7.9% | -2.4% |
| 7D | -6.2% | +4.5% | -10.7% | -6.8% |
| 30D | -0.6% | -7.1% | +6.5% | +0.1% |
| 3M | +11.1% | -27.3% | +38.3% | +12.9% |
| 6M | +11.7% | +169.6% | -157.9% | -8.9% |
| YTD | -3.1% | +164.6% | -167.7% | -21.1% |
| 1Y | -4.2% | +109.5% | -113.7% | -19.7% |
| 3Y | +38.3% | +98.9% | -60.6% | +8.5% |
| 5Y | +92.2% | +116.3% | -24.1% | +42.4% |
| All | +211.9% | +762.7% | -550.8% | +79.1% |
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