+25.2%
P vs PENG
+10.2%
+15.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -23.0% | +6.6% | -6.8% |
| 7D | -31.9% | -36.7% | +4.8% | -18.3% |
| 30D | -36.5% | -42.0% | +5.5% | -21.3% |
| 3M | +11.6% | -33.2% | +44.8% | +30.8% |
| 6M | +25.2% | +2.1% | +23.1% | +26.8% |
| All | +25.2% | +10.2% | +15.0% | +26.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling