+9.1%
IR vs PENG
+120.5%
-111.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.1% | +8.7% | +0.1% |
| 7D | +11.6% | -20.5% | +32.0% | +13.1% |
| 30D | +7.2% | -20.4% | +27.5% | +8.3% |
| 3M | -5.9% | -16.4% | +10.5% | -5.5% |
| 6M | +11.5% | +49.2% | -37.8% | -0.6% |
| YTD | +6.3% | +147.2% | -140.8% | -15.9% |
| 1Y | +9.1% | +124.7% | -115.6% | -12.6% |
| All | +9.1% | +120.5% | -111.4% | -12.6% |
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