-36.7%
LVS vs PENG
+103.2%
-139.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +1.6% |
| 7D | +6.7% | -16.1% | +22.8% | +6.7% |
| 30D | +13.8% | -41.5% | +55.3% | +14.4% |
| 3M | -9.5% | -19.1% | +9.6% | -9.8% |
| 6M | -22.0% | +0.9% | -22.9% | -26.0% |
| YTD | -35.7% | +128.2% | -163.9% | -46.5% |
| 1Y | -36.7% | +98.6% | -135.3% | -46.7% |
| All | -36.7% | +103.2% | -139.9% | -46.7% |
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 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