+21.5%
LYV vs PENG
+120.5%
-99.0%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -9.1% | +11.5% | +2.5% |
| 7D | +6.2% | -20.5% | +26.7% | +6.5% |
| 30D | +7.3% | -20.4% | +27.7% | +7.6% |
| 3M | -0.3% | -16.4% | +16.1% | -0.1% |
| 6M | +16.2% | +49.2% | -33.0% | +5.5% |
| YTD | +28.5% | +147.2% | -118.6% | +6.1% |
| 1Y | +21.5% | +124.7% | -103.2% | +0.8% |
| All | +21.5% | +120.5% | -99.0% | +0.8% |
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