+14.3%
PAAS vs PENG
+108.0%
-93.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.3% | -6.4% | +1.8% |
| 7D | +8.8% | -3.8% | +12.6% | +8.4% |
| 30D | -8.5% | -40.1% | +31.6% | -3.3% |
| 3M | -17.0% | -21.8% | +4.8% | -15.9% |
| 6M | -27.9% | +3.3% | -31.2% | -33.4% |
| YTD | -17.5% | +133.6% | -151.1% | -38.0% |
| All | +14.3% | +108.0% | -93.7% | -12.8% |
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 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