+67.8%
M vs PENG
+705.8%
-638.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -9.1% | +16.7% | +9.5% |
| 7D | +8.3% | -20.5% | +28.7% | +12.7% |
| 30D | +14.2% | -20.4% | +34.5% | +17.5% |
| 3M | -1.1% | -16.4% | +15.3% | -0.2% |
| 6M | +36.6% | +49.2% | -12.6% | +13.7% |
| YTD | +19.8% | +147.2% | -127.4% | -13.0% |
| 1Y | +37.2% | +124.7% | -87.5% | +1.6% |
| 3Y | +124.5% | +230.3% | -105.8% | +41.8% |
| 5Y | +1.5% | +71.4% | -69.9% | -29.9% |
| All | +67.8% | +705.8% | -638.1% | -14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling