+62.9%
M vs PENG
+661.7%
-598.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +9.3% | -1.1% | +6.2% |
| 7D | +2.5% | -3.8% | +6.3% | +2.2% |
| 30D | +10.1% | -40.1% | +50.1% | +19.8% |
| 3M | -0.9% | -21.8% | +20.9% | +0.7% |
| 6M | +30.2% | +3.3% | +26.8% | +17.8% |
| YTD | +16.3% | +133.6% | -117.3% | -15.2% |
| 1Y | +27.0% | +110.7% | -83.7% | -5.4% |
| 3Y | +154.5% | +204.3% | -49.8% | +62.6% |
| 5Y | -1.1% | +54.4% | -55.4% | -30.6% |
| All | +62.9% | +661.7% | -598.8% | -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 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