+899.0%
P vs PENG
+689.3%
+209.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.5% | +3.6% | -0.2% |
| 7D | +11.6% | +13.2% | -1.6% | +7.2% |
| 30D | -23.7% | -29.9% | +6.3% | -15.0% |
| 3M | -8.0% | -22.2% | +14.3% | -1.3% |
| 6M | +27.9% | -1.9% | +29.8% | +23.9% |
| YTD | +61.2% | +142.1% | -81.0% | +17.1% |
| 1Y | +28.6% | +151.5% | -122.9% | -8.0% |
| 3Y | +200.5% | +206.9% | -6.5% | +94.0% |
| 5Y | +282.9% | +58.2% | +224.7% | +172.9% |
| All | +899.0% | +689.3% | +209.6% | +448.6% |
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