-1.4%
LOW vs PENG
+120.5%
-121.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -9.1% | +16.6% | +7.1% |
| 7D | +15.6% | -20.5% | +36.1% | +14.9% |
| 30D | +28.6% | -20.4% | +49.0% | +27.8% |
| 3M | +5.8% | -16.4% | +22.3% | +5.3% |
| 6M | +3.8% | +49.2% | -45.4% | -1.9% |
| YTD | -2.8% | +147.2% | -150.0% | -13.1% |
| 1Y | -1.4% | +124.7% | -126.1% | -11.2% |
| All | -1.4% | +120.5% | -121.9% | -11.2% |
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