+14.9%
O vs PENG
+115.2%
-100.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.4% | -7.2% | -0.9% |
| 7D | -0.7% | +4.5% | -5.3% | -0.9% |
| 30D | -1.9% | -7.1% | +5.2% | -1.8% |
| 3M | +3.8% | -27.3% | +31.1% | +4.3% |
| 6M | -4.7% | +169.6% | -174.3% | -10.5% |
| YTD | +12.5% | +164.6% | -152.1% | +5.6% |
| 1Y | +10.8% | +109.5% | -98.6% | +5.1% |
| 3Y | +28.8% | +98.9% | -70.1% | +19.0% |
| All | +14.9% | +115.2% | -100.3% | +3.3% |
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