-33.5%
LVS vs PENG
+88.9%
-122.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +12.4% | -12.9% | -0.5% |
| 7D | +11.1% | -19.4% | +30.5% | +11.0% |
| 30D | +14.7% | -42.4% | +57.1% | +15.2% |
| 3M | -10.9% | -25.6% | +14.7% | -11.2% |
| 6M | -22.3% | +7.3% | -29.6% | -27.6% |
| YTD | -35.8% | +113.9% | -149.7% | -46.7% |
| 1Y | -33.5% | +93.6% | -127.0% | -44.2% |
| All | -33.5% | +88.9% | -122.4% | -44.2% |
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 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