-4.6%
LEN vs PENG
+42.1%
-46.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +12.4% | -15.5% | -4.5% |
| 7D | +2.1% | -19.4% | +21.5% | +3.7% |
| 30D | +16.6% | -42.4% | +59.0% | +22.9% |
| 3M | +5.3% | -25.6% | +31.0% | +6.4% |
| 6M | -0.8% | +7.3% | -8.0% | -9.2% |
| YTD | -11.7% | +113.9% | -125.6% | -29.3% |
| 1Y | -24.6% | +93.6% | -118.2% | -38.7% |
| 3Y | -18.7% | +170.2% | -188.9% | -42.2% |
| All | -4.6% | +42.1% | -46.7% | -28.8% |
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