-10.4%
LVS vs PENG
+101.4%
-111.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.8% | -0.9% |
| 7D | -1.5% | +4.5% | -6.0% | -1.9% |
| 30D | -3.2% | -7.1% | +3.9% | -2.8% |
| 3M | -12.0% | -27.3% | +15.3% | -10.9% |
| 6M | -19.9% | +169.6% | -189.5% | -32.5% |
| YTD | -30.6% | +164.6% | -195.3% | -41.6% |
| 1Y | -17.7% | +109.5% | -127.2% | -29.1% |
| All | -10.4% | +101.4% | -111.8% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling