+449.3%
NDAQ vs PENG
+520.3%
-71.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -23.0% | +20.4% | -0.5% |
| 7D | +1.2% | -36.7% | +37.9% | +4.9% |
| 30D | +15.8% | -42.0% | +57.8% | +20.5% |
| 3M | +13.4% | -33.2% | +46.6% | +15.9% |
| 6M | +20.9% | +2.1% | +18.8% | +14.2% |
| YTD | +11.1% | +90.3% | -79.2% | -3.4% |
| 1Y | +26.5% | +67.7% | -41.1% | +11.5% |
| 3Y | +121.5% | +154.2% | -32.8% | +78.3% |
| 5Y | +61.3% | +28.3% | +33.0% | +34.8% |
| All | +449.3% | +520.3% | -71.0% | +281.8% |
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