-4.4%
ON vs PENG
+184.4%
-188.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.4% | -11.9% | -4.4% |
| 7D | -11.7% | -19.4% | +7.8% | -5.1% |
| 30D | -23.3% | -42.4% | +19.1% | -7.2% |
| 3M | -19.2% | -25.6% | +6.5% | -13.2% |
| 6M | -40.1% | +7.3% | -47.4% | -46.5% |
| YTD | +16.9% | +113.9% | -96.9% | -23.0% |
| 1Y | +29.7% | +93.6% | -63.8% | -11.4% |
| 3Y | -4.4% | +170.2% | -174.6% | -54.3% |
| All | -4.4% | +184.4% | -188.8% | -54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling