+326.3%
MAR vs PENG
+520.3%
-194.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -23.0% | +21.2% | +2.1% |
| 7D | +4.4% | -36.7% | +41.1% | +11.6% |
| 30D | +15.5% | -42.0% | +57.5% | +24.3% |
| 3M | +15.7% | -33.2% | +48.9% | +20.5% |
| 6M | +18.2% | +2.1% | +16.1% | +7.5% |
| YTD | +35.3% | +90.3% | -55.0% | +6.8% |
| 1Y | +48.6% | +67.7% | -19.0% | +20.0% |
| 3Y | +124.3% | +154.2% | -29.9% | +55.4% |
| 5Y | +159.7% | +28.3% | +131.4% | +94.6% |
| All | +326.3% | +520.3% | -194.1% | +148.1% |
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