+26.1%
PAAS vs PENG
+120.5%
-94.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -9.1% | +17.5% | +9.4% |
| 7D | -1.1% | -20.5% | +19.4% | +1.6% |
| 30D | -8.5% | -20.4% | +11.9% | -6.4% |
| 3M | -7.3% | -16.4% | +9.1% | -6.4% |
| 6M | -18.3% | +49.2% | -67.5% | -30.3% |
| YTD | -19.2% | +147.2% | -166.4% | -40.4% |
| 1Y | +26.1% | +124.7% | -98.5% | -5.6% |
| All | +26.1% | +120.5% | -94.3% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling