+795.0%
P vs PENG
+597.2%
+197.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +12.4% | -8.8% | -0.4% |
| 7D | -23.8% | -19.4% | -4.4% | -18.6% |
| 30D | -36.6% | -42.4% | +5.8% | -24.9% |
| 3M | +10.9% | -25.6% | +36.5% | +20.8% |
| 6M | +30.0% | +7.3% | +22.7% | +22.6% |
| YTD | +44.4% | +113.9% | -69.5% | +9.2% |
| 1Y | +3.9% | +93.6% | -89.6% | -19.4% |
| 3Y | +176.6% | +170.2% | +6.4% | +86.0% |
| 5Y | +249.3% | +44.2% | +205.1% | +156.9% |
| All | +795.0% | +597.2% | +197.8% | +411.5% |
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