+284.3%
IR vs PENG
+597.2%
-312.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +12.4% | -11.0% | -0.7% |
| 7D | +3.7% | -19.4% | +23.1% | +6.6% |
| 30D | +7.4% | -42.4% | +49.8% | +16.3% |
| 3M | -5.9% | -25.6% | +19.7% | -3.5% |
| 6M | +5.6% | +7.3% | -1.7% | -3.3% |
| YTD | +4.8% | +113.9% | -109.0% | -17.3% |
| 1Y | +6.9% | +93.6% | -86.6% | -14.2% |
| 3Y | +27.6% | +170.2% | -142.7% | -8.5% |
| 5Y | +45.8% | +44.2% | +1.6% | +10.7% |
| All | +284.3% | +597.2% | -312.9% | +164.3% |
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