-25.1%
ON vs PENG
+101.4%
-126.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.4% | -5.4% | -1.4% |
| 7D | +2.4% | +4.5% | -2.1% | +0.7% |
| 30D | -3.3% | -7.1% | +3.8% | -1.0% |
| 3M | -43.6% | -27.3% | -16.3% | -38.5% |
| 6M | +19.0% | +169.6% | -150.6% | -19.1% |
| YTD | +37.4% | +164.6% | -127.3% | -6.8% |
| 1Y | +54.8% | +109.5% | -54.7% | +12.1% |
| All | -25.1% | +101.4% | -126.5% | -50.4% |
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