+204.6%
LOW vs PENG
+762.7%
-558.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.4% | -5.2% | +0.4% |
| 7D | -1.7% | +4.5% | -6.3% | -2.3% |
| 30D | -7.0% | -7.1% | +0.1% | -6.4% |
| 3M | -0.9% | -27.3% | +26.4% | +0.6% |
| 6M | -20.1% | +169.6% | -189.7% | -34.2% |
| YTD | -13.9% | +164.6% | -178.5% | -29.2% |
| 1Y | -21.1% | +109.5% | -130.6% | -33.3% |
| 3Y | -6.6% | +98.9% | -105.6% | -25.7% |
| 5Y | +9.4% | +116.3% | -106.9% | -17.2% |
| All | +204.6% | +762.7% | -558.1% | +97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling