+358.5%
ON vs PENG
+689.3%
-330.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.5% | +1.8% | -1.4% |
| 7D | +12.2% | +13.2% | -1.0% | +6.7% |
| 30D | -3.1% | -29.9% | +26.8% | +9.4% |
| 3M | -12.9% | -22.2% | +9.4% | -7.6% |
| 6M | -38.6% | -1.9% | -36.7% | -43.1% |
| YTD | +31.2% | +142.1% | -110.9% | -18.4% |
| 1Y | +47.6% | +151.5% | -103.9% | -9.8% |
| 3Y | +6.6% | +206.9% | -200.3% | -45.2% |
| 5Y | +21.3% | +58.2% | -37.0% | -25.0% |
| All | +358.5% | +689.3% | -330.9% | +71.2% |
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 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