-0.8%
LOW vs PENG
+88.9%
-89.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +12.4% | -13.6% | -0.7% |
| 7D | +7.4% | -19.4% | +26.9% | +6.7% |
| 30D | +24.5% | -42.4% | +66.9% | +23.0% |
| 3M | +3.5% | -25.6% | +29.1% | +2.5% |
| 6M | -2.6% | +7.3% | -9.9% | -6.9% |
| YTD | -4.8% | +113.9% | -118.7% | -15.3% |
| 1Y | -0.8% | +93.6% | -94.4% | -11.0% |
| All | -0.8% | +88.9% | -89.7% | -11.0% |
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