-21.0%
LEN vs PENG
+101.4%
-122.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.4% | -7.5% | -1.6% |
| 7D | -3.2% | +4.5% | -7.7% | -3.6% |
| 30D | -4.9% | -7.1% | +2.2% | -4.4% |
| 3M | -8.5% | -27.3% | +18.8% | -7.3% |
| 6M | -20.7% | +169.6% | -190.2% | -31.1% |
| YTD | -17.4% | +164.6% | -182.0% | -28.3% |
| 1Y | -38.2% | +109.5% | -147.7% | -45.3% |
| All | -21.0% | +101.4% | -122.4% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling