+178.2%
PAAS vs PENG
+661.7%
-483.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.3% | -6.4% | +1.6% |
| 7D | +8.8% | -3.8% | +12.6% | +8.5% |
| 30D | -8.5% | -40.1% | +31.6% | -2.5% |
| 3M | -17.0% | -21.8% | +4.8% | -15.8% |
| 6M | -27.9% | +3.3% | -31.2% | -31.8% |
| YTD | -17.5% | +133.6% | -151.1% | -31.9% |
| 1Y | +22.8% | +110.7% | -87.9% | +2.8% |
| 3Y | +224.2% | +204.3% | +20.0% | +148.6% |
| 5Y | +73.6% | +54.4% | +19.3% | +37.9% |
| All | +178.2% | +661.7% | -483.5% | +65.0% |
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