+108.4%
M vs PENG
+184.4%
-76.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +12.4% | -17.0% | -6.3% |
| 7D | -4.3% | -19.4% | +15.2% | -2.1% |
| 30D | +1.3% | -42.4% | +43.7% | +8.3% |
| 3M | -7.4% | -25.6% | +18.3% | -5.8% |
| 6M | +18.3% | +7.3% | +11.1% | +5.4% |
| YTD | +7.6% | +113.9% | -106.3% | -20.1% |
| 1Y | +17.4% | +93.6% | -76.2% | -11.0% |
| 3Y | +108.4% | +170.2% | -61.9% | +11.1% |
| All | +108.4% | +184.4% | -76.0% | +11.1% |
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