-2.2%
LYV vs PENG
+98.5%
-100.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.2% | -5.2% | -0.1% |
| 7D | -1.9% | -1.2% | -0.8% | -1.9% |
| 30D | -8.2% | -12.9% | +4.7% | -7.8% |
| 3M | -1.3% | -20.5% | +19.2% | -1.0% |
| 6M | +2.6% | +176.8% | -174.2% | -12.6% |
| YTD | +19.4% | +161.6% | -142.2% | +1.6% |
| 1Y | -2.2% | +95.6% | -97.9% | -16.2% |
| All | -2.2% | +98.5% | -100.8% | -16.2% |
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