+22.8%
PAAS vs PENG
+88.9%
-66.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +12.4% | -10.9% | 0.0% |
| 7D | +8.4% | -19.4% | +27.8% | +10.4% |
| 30D | -7.2% | -42.4% | +35.2% | -1.4% |
| 3M | -14.0% | -25.6% | +11.6% | -12.3% |
| 6M | -26.8% | +7.3% | -34.0% | -33.9% |
| YTD | -19.8% | +113.9% | -133.6% | -40.1% |
| 1Y | +22.8% | +93.6% | -70.7% | -6.8% |
| All | +22.8% | +88.9% | -66.1% | -6.8% |
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