+134.1%
LLY vs PENG
+153.0%
-19.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -23.0% | +19.3% | -3.2% |
| 7D | -0.7% | -36.7% | +36.0% | +0.3% |
| 30D | +17.9% | -42.0% | +59.9% | +19.0% |
| 3M | +16.8% | -33.2% | +50.0% | +17.1% |
| 6M | +38.4% | +2.1% | +36.3% | +31.2% |
| YTD | +27.6% | +90.3% | -62.7% | +13.3% |
| 1Y | +48.3% | +67.7% | -19.3% | +33.0% |
| All | +134.1% | +153.0% | -19.0% | +96.9% |
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