+26.2%
MAR vs PENG
+118.5%
-92.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.3% | 0.0% |
| 7D | -4.2% | +4.5% | -8.7% | -4.2% |
| 30D | -6.7% | -7.1% | +0.4% | -6.6% |
| 3M | -12.5% | -27.3% | +14.8% | -12.0% |
| 6M | +0.6% | +169.6% | -169.0% | -11.9% |
| YTD | +9.1% | +164.6% | -155.5% | -4.4% |
| 1Y | +26.2% | +109.5% | -83.3% | +11.4% |
| All | +26.2% | +118.5% | -92.3% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling