+248.0%
LOW vs PENG
+661.7%
-413.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +9.3% | -5.9% | +2.3% |
| 7D | +6.4% | -3.8% | +10.2% | +6.1% |
| 30D | +25.6% | -40.1% | +65.7% | +31.6% |
| 3M | +4.6% | -21.8% | +26.4% | +5.2% |
| 6M | +2.5% | +3.3% | -0.8% | -4.1% |
| YTD | -1.6% | +133.6% | -135.3% | -19.7% |
| 1Y | +1.7% | +110.7% | -109.0% | -15.8% |
| 3Y | +29.4% | +204.3% | -174.8% | -3.8% |
| 5Y | +9.6% | +54.4% | -44.8% | -14.3% |
| All | +248.0% | +661.7% | -413.7% | +124.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling