+95.1%
LEN vs PENG
+720.8%
-625.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.3% | -10.7% | -1.9% |
| 7D | -6.4% | +1.9% | -8.2% | -7.3% |
| 30D | +15.6% | -37.8% | +53.4% | +22.0% |
| 3M | -0.8% | -14.1% | +13.3% | -1.5% |
| 6M | +0.4% | +13.1% | -12.7% | -8.5% |
| YTD | -14.1% | +151.8% | -165.9% | -33.1% |
| 1Y | -29.6% | +136.0% | -165.6% | -44.6% |
| 3Y | -23.1% | +217.9% | -241.1% | -46.0% |
| 5Y | -8.9% | +64.1% | -73.0% | -32.0% |
| All | +95.1% | +720.8% | -625.8% | +18.6% |
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