+46.8%
IR vs PENG
+56.2%
-9.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +9.3% | -4.6% | +3.1% |
| 7D | +5.0% | -3.8% | +8.8% | +4.9% |
| 30D | +10.3% | -40.1% | +50.4% | +18.8% |
| 3M | -0.1% | -21.8% | +21.7% | +1.6% |
| 6M | +14.8% | +3.3% | +11.4% | +4.9% |
| YTD | +9.7% | +133.6% | -123.9% | -18.4% |
| 1Y | +12.2% | +110.7% | -98.5% | -14.8% |
| 3Y | +30.0% | +204.3% | -174.3% | -15.5% |
| 5Y | +46.8% | +54.4% | -7.5% | +1.2% |
| All | +46.8% | +56.2% | -9.4% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling