+119.9%
NDAQ vs PENG
+184.4%
-64.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +12.4% | -12.1% | -0.1% |
| 7D | +0.8% | -19.4% | +20.3% | +1.4% |
| 30D | +16.5% | -42.4% | +58.9% | +18.5% |
| 3M | +13.5% | -25.6% | +39.1% | +13.9% |
| 6M | +20.9% | +7.3% | +13.6% | +14.4% |
| YTD | +11.4% | +113.9% | -102.4% | -3.0% |
| 1Y | +25.9% | +93.6% | -67.6% | +10.5% |
| 3Y | +119.9% | +170.2% | -50.4% | +73.6% |
| All | +119.9% | +184.4% | -64.5% | +73.6% |
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