+48.4%
IR vs PENG
+115.2%
-66.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.4% | -5.2% | +0.1% |
| 7D | -2.8% | +4.5% | -7.4% | -3.6% |
| 30D | -15.1% | -7.1% | -8.0% | -14.3% |
| 3M | +6.1% | -27.3% | +33.3% | +8.7% |
| 6M | -16.8% | +169.6% | -186.4% | -37.7% |
| YTD | -3.5% | +164.6% | -168.2% | -27.9% |
| 1Y | -3.5% | +109.5% | -113.0% | -24.7% |
| 3Y | +9.5% | +98.9% | -89.4% | -20.7% |
| All | +48.4% | +115.2% | -66.8% | +2.6% |
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 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