+297.6%
IR vs PENG
+644.0%
-346.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.8% |
| 7D | +1.5% | -16.1% | +17.6% | +3.9% |
| 30D | +9.0% | -41.5% | +50.5% | +17.8% |
| 3M | -0.9% | -19.1% | +18.2% | +0.3% |
| 6M | +13.4% | +0.9% | +12.5% | +5.5% |
| YTD | +8.5% | +128.2% | -119.8% | -15.4% |
| 1Y | +11.3% | +98.6% | -87.3% | -11.0% |
| 3Y | +26.0% | +188.2% | -162.2% | -10.6% |
| 5Y | +47.9% | +55.5% | -7.7% | +10.8% |
| All | +297.6% | +644.0% | -346.4% | +170.4% |
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 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