+7.8%
ON vs PENG
+42.1%
-34.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.4% | -11.9% | -4.9% |
| 7D | -11.7% | -19.4% | +7.8% | -4.5% |
| 30D | -23.3% | -42.4% | +19.1% | -5.5% |
| 3M | -19.2% | -25.6% | +6.5% | -12.7% |
| 6M | -40.1% | +7.3% | -47.4% | -47.8% |
| YTD | +16.9% | +113.9% | -96.9% | -27.8% |
| 1Y | +29.7% | +93.6% | -63.8% | -16.6% |
| 3Y | -4.4% | +170.2% | -174.6% | -54.3% |
| All | +7.8% | +42.1% | -34.3% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling