+27.5%
M vs PENG
+10.2%
+17.3%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -23.0% | +17.1% | -5.1% |
| 7D | -2.1% | -36.7% | +34.5% | -0.9% |
| 30D | +7.7% | -42.0% | +49.7% | +9.1% |
| 3M | -4.4% | -33.2% | +28.8% | -4.0% |
| 6M | +27.5% | +2.1% | +25.4% | +27.1% |
| All | +27.5% | +10.2% | +17.3% | +27.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling