+103.6%
LYV vs PENG
+209.7%
-106.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.5% | +4.5% | -0.5% |
| 7D | +1.8% | +13.2% | -11.4% | +0.9% |
| 30D | +5.7% | -29.9% | +35.6% | +8.0% |
| 3M | -4.1% | -22.2% | +18.1% | -3.3% |
| 6M | +5.9% | -1.9% | +7.8% | +0.7% |
| YTD | +25.2% | +142.1% | -116.9% | +2.4% |
| 1Y | +30.4% | +151.5% | -121.1% | +5.9% |
| 3Y | +103.6% | +206.9% | -103.3% | +39.6% |
| All | +103.6% | +209.7% | -106.1% | +39.6% |
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