+306.5%
ON vs PENG
+520.3%
-213.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -23.0% | +11.5% | -2.2% |
| 7D | -16.3% | -36.7% | +20.4% | -0.4% |
| 30D | -27.0% | -42.0% | +15.0% | -11.8% |
| 3M | -18.1% | -33.2% | +15.1% | -7.4% |
| 6M | -38.6% | +2.1% | -40.7% | -44.0% |
| YTD | +16.4% | +90.3% | -73.9% | -19.9% |
| 1Y | +25.8% | +67.7% | -41.8% | -9.2% |
| 3Y | -7.7% | +154.2% | -161.9% | -48.7% |
| 5Y | +6.6% | +28.3% | -21.7% | -27.9% |
| All | +306.5% | +520.3% | -213.8% | +68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling