+457.9%
NDAQ vs PENG
+661.7%
-203.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.3% | -8.0% | +0.4% |
| 7D | -0.1% | -3.8% | +3.7% | -0.3% |
| 30D | +15.9% | -40.1% | +55.9% | +20.4% |
| 3M | +15.1% | -21.8% | +36.9% | +15.9% |
| 6M | +22.9% | +3.3% | +19.6% | +16.7% |
| YTD | +12.8% | +133.6% | -120.8% | -3.8% |
| 1Y | +26.0% | +110.7% | -84.7% | +8.6% |
| 3Y | +119.7% | +204.3% | -84.6% | +74.0% |
| 5Y | +65.4% | +54.4% | +11.0% | +35.9% |
| All | +457.9% | +661.7% | -203.8% | +280.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling