-5.5%
LVS vs PENG
+755.0%
-760.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | +0.3% | +7.8% | -7.5% | -1.1% |
| 30D | -3.9% | -12.2% | +8.3% | -2.0% |
| 3M | -12.9% | -20.6% | +7.8% | -12.2% |
| 6M | -16.9% | +180.9% | -197.9% | -37.9% |
| YTD | -31.2% | +162.3% | -193.5% | -48.1% |
| 1Y | -16.4% | +107.3% | -123.7% | -34.3% |
| 3Y | -4.4% | +110.8% | -115.2% | -32.4% |
| 5Y | +6.7% | +117.8% | -111.2% | -27.5% |
| All | -5.5% | +755.0% | -760.5% | -47.7% |
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