+70.5%
NDAQ vs PENG
+50.3%
+20.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.6% |
| 7D | +2.9% | -16.1% | +18.9% | +3.8% |
| 30D | +17.5% | -41.5% | +59.0% | +21.3% |
| 3M | +15.4% | -19.1% | +34.5% | +15.7% |
| 6M | +24.6% | +0.9% | +23.7% | +18.4% |
| YTD | +14.4% | +128.2% | -113.8% | -2.8% |
| 1Y | +26.9% | +98.6% | -71.6% | +9.5% |
| 3Y | +119.8% | +188.2% | -68.4% | +71.6% |
| 5Y | +70.5% | +55.5% | +15.0% | +31.2% |
| All | +70.5% | +50.3% | +20.2% | +31.2% |
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 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