-29.5%
LEN vs PENG
+130.4%
-159.8%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +0.1% |
| 7D | -5.8% | +13.2% | -19.0% | -6.0% |
| 30D | +13.7% | -29.9% | +43.6% | +15.1% |
| 3M | -3.9% | -22.2% | +18.4% | -3.8% |
| 6M | -0.4% | -1.9% | +1.5% | -6.5% |
| YTD | -16.8% | +142.1% | -159.0% | -35.1% |
| 1Y | -29.5% | +151.5% | -181.0% | -45.9% |
| All | -29.5% | +130.4% | -159.8% | -45.9% |
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