+12.9%
KEY vs PENG
+31.0%
-18.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -23.0% | +20.3% | +0.8% |
| 7D | -2.5% | -36.7% | +34.2% | +3.9% |
| 30D | +4.1% | -42.0% | +46.1% | +11.5% |
| 3M | -8.4% | -33.2% | +24.8% | -4.8% |
| 6M | -2.3% | +2.1% | -4.4% | -11.5% |
| YTD | +4.6% | +90.3% | -85.7% | -18.7% |
| 1Y | +24.6% | +67.7% | -43.1% | -0.7% |
| 3Y | +112.8% | +154.2% | -41.5% | +43.4% |
| 5Y | +12.9% | +28.3% | -15.4% | -21.3% |
| All | +12.9% | +31.0% | -18.1% | -21.3% |
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