-26.2%
LII vs PENG
+120.5%
-146.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -9.1% | +12.7% | +4.3% |
| 7D | +7.9% | -20.5% | +28.4% | +9.7% |
| 30D | -0.6% | -20.4% | +19.8% | +0.3% |
| 3M | -19.3% | -16.4% | -2.9% | -19.4% |
| 6M | -29.8% | +49.2% | -79.1% | -38.6% |
| YTD | -25.4% | +147.2% | -172.6% | -42.2% |
| 1Y | -26.2% | +124.7% | -150.9% | -42.0% |
| All | -26.2% | +120.5% | -146.7% | -42.0% |
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