+161.8%
MAR vs PENG
+115.2%
+46.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.3% | -0.8% |
| 7D | -4.2% | +4.5% | -8.7% | -4.8% |
| 30D | -6.7% | -7.1% | +0.4% | -6.0% |
| 3M | -12.5% | -27.3% | +14.8% | -10.9% |
| 6M | +0.6% | +169.6% | -169.0% | -21.6% |
| YTD | +9.1% | +164.6% | -155.5% | -15.2% |
| 1Y | +26.2% | +109.5% | -83.3% | +1.8% |
| 3Y | +68.2% | +98.9% | -30.8% | +25.8% |
| All | +161.8% | +115.2% | +46.6% | +103.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling