+61.2%
M vs PENG
+689.3%
-628.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.5% | +7.0% | +2.6% |
| 7D | +7.0% | +13.2% | -6.2% | +4.1% |
| 30D | +8.9% | -29.9% | +38.8% | +14.7% |
| 3M | +4.5% | -22.2% | +26.7% | +6.2% |
| 6M | +36.2% | -1.9% | +38.1% | +24.8% |
| YTD | +15.1% | +142.1% | -127.0% | -16.8% |
| 1Y | +27.4% | +151.5% | -124.1% | -8.9% |
| 3Y | +160.1% | +206.9% | -46.8% | +65.7% |
| 5Y | -1.6% | +58.2% | -59.8% | -31.5% |
| All | +61.2% | +689.3% | -628.1% | -17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling