+24.8%
LOW vs PENG
+209.7%
-184.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +0.3% |
| 7D | +1.4% | +13.2% | -11.8% | +1.0% |
| 30D | +21.7% | -29.9% | +51.6% | +22.9% |
| 3M | +5.0% | -22.2% | +27.3% | +5.2% |
| 6M | +4.6% | -1.9% | +6.5% | +0.6% |
| YTD | -3.5% | +142.1% | -145.6% | -16.9% |
| 1Y | +0.5% | +151.5% | -151.0% | -13.9% |
| 3Y | +24.8% | +206.9% | -182.1% | -14.2% |
| All | +24.8% | +209.7% | -184.9% | -14.2% |
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 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