+275.1%
P vs PENG
+68.7%
+206.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +10.3% | -5.9% | +0.7% |
| 7D | -4.7% | +1.9% | -6.6% | -5.6% |
| 30D | -31.4% | -37.8% | +6.4% | -19.5% |
| 3M | -2.6% | -14.1% | +11.5% | +1.7% |
| 6M | +21.9% | +13.1% | +8.8% | +11.3% |
| YTD | +58.9% | +151.8% | -92.9% | +7.8% |
| 1Y | +21.7% | +136.0% | -114.2% | -16.0% |
| 3Y | +193.3% | +217.9% | -24.6% | +72.7% |
| 5Y | +275.1% | +64.1% | +211.0% | +138.4% |
| All | +275.1% | +68.7% | +206.5% | +138.4% |
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