+73.7%
KEY vs PENG
+597.2%
-523.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +12.4% | -12.9% | -2.9% |
| 7D | -1.3% | -19.4% | +18.2% | +1.7% |
| 30D | +5.1% | -42.4% | +47.5% | +14.6% |
| 3M | -7.1% | -25.6% | +18.5% | -4.8% |
| 6M | -4.4% | +7.3% | -11.7% | -14.0% |
| YTD | +4.0% | +113.9% | -109.8% | -21.3% |
| 1Y | +23.4% | +93.6% | -70.2% | -4.8% |
| 3Y | +113.9% | +170.2% | -56.3% | +43.5% |
| 5Y | +12.3% | +44.2% | -31.9% | -19.7% |
| All | +73.7% | +597.2% | -523.5% | -0.2% |
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 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