+7.1%
LOW vs PENG
+56.5%
-49.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +0.5% |
| 7D | +1.4% | +13.2% | -11.8% | +0.4% |
| 30D | +21.7% | -29.9% | +51.6% | +24.2% |
| 3M | +5.0% | -22.2% | +27.3% | +5.5% |
| 6M | +4.6% | -1.9% | +6.5% | -0.6% |
| YTD | -3.5% | +142.1% | -145.6% | -20.0% |
| 1Y | +0.5% | +151.5% | -151.0% | -17.2% |
| 3Y | +24.8% | +206.9% | -182.1% | -6.1% |
| All | +7.1% | +56.5% | -49.5% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling