+76.8%
O vs PENG
+735.0%
-658.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.6% |
| 7D | -0.4% | +34.6% | -35.0% | -2.4% |
| 30D | +8.3% | -35.9% | +44.2% | +10.9% |
| 3M | -4.0% | -14.7% | +10.7% | -4.1% |
| 6M | -2.6% | +13.5% | -16.2% | -6.9% |
| YTD | +9.9% | +156.1% | -146.2% | -3.2% |
| 1Y | +9.8% | +141.3% | -131.5% | -2.9% |
| 3Y | +39.7% | +223.4% | -183.7% | +15.2% |
| 5Y | +9.2% | +67.4% | -58.2% | -7.2% |
| All | +76.8% | +735.0% | -658.2% | +32.6% |
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 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