-3.1%
PAAS vs PENG
+130.4%
-133.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | +0.1% |
| 7D | -8.9% | +13.2% | -22.1% | -10.4% |
| 30D | -11.4% | -29.9% | +18.5% | -8.2% |
| 3M | -20.4% | -22.2% | +1.8% | -19.2% |
| 6M | -40.7% | -1.9% | -38.8% | -44.8% |
| YTD | -26.9% | +142.1% | -169.1% | -48.1% |
| 1Y | -3.1% | +151.5% | -154.6% | -31.4% |
| All | -3.1% | +130.4% | -133.4% | -31.4% |
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 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