+49.6%
ON vs PENG
+136.5%
-86.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.5% |
| 7D | +17.0% | +34.6% | -17.6% | +4.2% |
| 30D | -3.9% | -35.9% | +32.1% | +11.1% |
| 3M | -11.5% | -14.7% | +3.2% | -10.2% |
| 6M | -29.2% | +13.5% | -42.7% | -36.6% |
| YTD | +36.2% | +156.1% | -120.0% | -12.0% |
| 1Y | +49.6% | +141.3% | -91.7% | -1.0% |
| All | +49.6% | +136.5% | -86.9% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling