+122.9%
MAR vs PENG
+191.8%
-68.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +2.8% |
| 7D | +2.9% | -16.1% | +18.9% | +3.9% |
| 30D | +17.0% | -41.5% | +58.5% | +21.5% |
| 3M | +23.2% | -19.1% | +42.3% | +23.4% |
| 6M | +21.7% | +0.9% | +20.8% | +14.1% |
| YTD | +38.9% | +128.2% | -89.4% | +12.5% |
| 1Y | +48.7% | +98.6% | -49.9% | +23.0% |
| 3Y | +122.9% | +188.2% | -65.3% | +62.9% |
| All | +122.9% | +191.8% | -68.9% | +62.9% |
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