-9.5%
LVS vs PENG
+209.7%
-219.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.5% | +8.2% | +3.0% |
| 7D | -0.8% | +13.2% | -14.1% | -1.7% |
| 30D | +10.0% | -29.9% | +39.9% | +12.1% |
| 3M | -11.0% | -22.2% | +11.2% | -10.6% |
| 6M | -20.1% | -1.9% | -18.3% | -24.2% |
| YTD | -36.3% | +142.1% | -178.5% | -47.9% |
| 1Y | -36.8% | +151.5% | -188.4% | -48.7% |
| 3Y | -9.5% | +206.9% | -216.5% | -29.5% |
| All | -9.5% | +209.7% | -219.3% | -29.5% |
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