+256.1%
FWONK vs PENG
+689.3%
-433.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | +0.3% |
| 7D | +2.5% | +13.2% | -10.7% | +0.9% |
| 30D | +20.0% | -29.9% | +49.9% | +23.8% |
| 3M | +5.2% | -22.2% | +27.4% | +6.1% |
| 6M | +18.7% | -1.9% | +20.6% | +11.8% |
| YTD | +10.7% | +142.1% | -131.4% | -10.8% |
| 1Y | +8.2% | +151.5% | -143.3% | -13.5% |
| 3Y | +64.6% | +206.9% | -142.4% | +19.7% |
| 5Y | +92.5% | +58.2% | +34.3% | +48.0% |
| All | +256.1% | +689.3% | -433.2% | +102.4% |
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