-4.9%
ON vs PENG
+153.0%
-157.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -23.0% | +11.5% | -2.5% |
| 7D | -16.3% | -36.7% | +20.4% | -0.9% |
| 30D | -27.0% | -42.0% | +15.0% | -12.3% |
| 3M | -18.1% | -33.2% | +15.1% | -8.0% |
| 6M | -38.6% | +2.1% | -40.7% | -43.9% |
| YTD | +16.4% | +90.3% | -73.9% | -19.4% |
| 1Y | +25.8% | +67.7% | -41.8% | -8.7% |
| All | -4.9% | +153.0% | -157.9% | -52.2% |
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 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