+15.4%
KMB vs PENG
+762.7%
-747.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.4% | -8.0% | -1.6% |
| 7D | -3.0% | +4.5% | -7.6% | -3.1% |
| 30D | -5.5% | -7.1% | +1.6% | -5.4% |
| 3M | +14.0% | -27.3% | +41.2% | +14.1% |
| 6M | +4.1% | +169.6% | -165.5% | +1.6% |
| YTD | +8.0% | +164.6% | -156.6% | +5.5% |
| 1Y | -13.7% | +109.5% | -123.2% | -15.5% |
| 3Y | -5.9% | +98.9% | -104.9% | -8.7% |
| 5Y | -8.6% | +116.3% | -124.9% | -12.4% |
| All | +15.4% | +762.7% | -747.3% | +6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling