+107.0%
LEN vs PENG
+520.3%
-413.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -23.0% | +22.4% | +2.7% |
| 7D | +7.2% | -36.7% | +43.9% | +13.4% |
| 30D | +19.1% | -42.0% | +61.1% | +26.5% |
| 3M | +4.9% | -33.2% | +38.1% | +8.2% |
| 6M | +7.6% | +2.1% | +5.5% | -0.9% |
| YTD | -8.9% | +90.3% | -99.2% | -25.8% |
| 1Y | -22.7% | +67.7% | -90.4% | -35.8% |
| 3Y | -16.8% | +154.2% | -171.1% | -39.7% |
| 5Y | -1.4% | +28.3% | -29.7% | -23.6% |
| All | +107.0% | +520.3% | -413.4% | +31.4% |
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