+43.8%
IR vs PENG
+31.0%
+12.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -23.0% | +20.3% | +1.2% |
| 7D | +2.3% | -36.7% | +39.0% | +9.6% |
| 30D | +3.3% | -42.0% | +45.4% | +11.6% |
| 3M | -9.0% | -33.2% | +24.2% | -5.0% |
| 6M | +8.0% | +2.1% | +5.9% | -2.3% |
| YTD | +3.4% | +90.3% | -86.9% | -20.3% |
| 1Y | +4.5% | +67.7% | -63.2% | -17.3% |
| 3Y | +25.6% | +154.2% | -128.6% | -15.9% |
| 5Y | +43.8% | +28.3% | +15.5% | +2.1% |
| All | +43.8% | +31.0% | +12.8% | +2.1% |
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