+446.1%
LITE vs PENG
+31.0%
+415.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -23.0% | +4.3% | -8.7% |
| 7D | -44.6% | -36.7% | -7.9% | -32.3% |
| 30D | -55.0% | -42.0% | -13.0% | -43.4% |
| 3M | -38.3% | -33.2% | -5.1% | -27.0% |
| 6M | -48.8% | +2.1% | -50.9% | -50.9% |
| YTD | +38.3% | +90.3% | -52.0% | +1.1% |
| 1Y | +119.0% | +67.7% | +51.3% | +68.7% |
| 3Y | +1,092.0% | +154.2% | +937.8% | +657.6% |
| 5Y | +446.1% | +28.3% | +417.8% | +295.4% |
| All | +446.1% | +31.0% | +415.1% | +295.4% |
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 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