+851.3%
P vs PENG
+661.7%
+189.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +9.3% | -3.0% | +3.4% |
| 7D | -9.6% | -3.8% | -5.8% | -8.7% |
| 30D | -33.4% | -40.1% | +6.7% | -22.2% |
| 3M | +14.2% | -21.8% | +36.0% | +22.4% |
| 6M | +31.6% | +3.3% | +28.3% | +25.5% |
| YTD | +53.5% | +133.6% | -80.2% | +12.8% |
| 1Y | +14.2% | +110.7% | -96.5% | -13.8% |
| 3Y | +190.5% | +204.3% | -13.8% | +88.5% |
| 5Y | +256.3% | +54.4% | +202.0% | +156.2% |
| All | +851.3% | +661.7% | +189.7% | +428.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling