+29.6%
KEY vs PENG
+120.5%
-90.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.1% | +10.6% | +1.8% |
| 7D | +1.7% | -20.5% | +22.1% | +2.5% |
| 30D | +6.8% | -20.4% | +27.1% | +7.4% |
| 3M | -5.8% | -16.4% | +10.6% | -5.7% |
| 6M | +1.4% | +49.2% | -47.8% | -6.2% |
| YTD | +7.5% | +147.2% | -139.7% | -8.7% |
| 1Y | +29.6% | +124.7% | -95.1% | +11.4% |
| All | +29.6% | +120.5% | -90.9% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling