+77.5%
O vs PENG
+520.3%
-442.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -23.0% | +23.5% | +2.0% |
| 7D | +4.5% | -36.7% | +41.2% | +7.3% |
| 30D | +10.2% | -42.0% | +52.2% | +13.4% |
| 3M | -3.8% | -33.2% | +29.4% | -2.2% |
| 6M | -3.8% | +2.1% | -6.0% | -7.9% |
| YTD | +10.3% | +90.3% | -80.0% | -0.8% |
| 1Y | +11.9% | +67.7% | -55.8% | +1.6% |
| 3Y | +38.1% | +154.2% | -116.1% | +15.4% |
| 5Y | +11.1% | +28.3% | -17.2% | -3.9% |
| All | +77.5% | +520.3% | -442.8% | +35.9% |
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