+70.8%
PAAS vs PENG
+42.1%
+28.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +12.4% | -10.9% | -0.2% |
| 7D | +8.4% | -19.4% | +27.8% | +10.7% |
| 30D | -7.2% | -42.4% | +35.2% | -0.8% |
| 3M | -14.0% | -25.6% | +11.6% | -12.1% |
| 6M | -26.8% | +7.3% | -34.0% | -31.5% |
| YTD | -19.8% | +113.9% | -133.6% | -33.4% |
| 1Y | +22.8% | +93.6% | -70.7% | +3.2% |
| 3Y | +183.6% | +170.2% | +13.4% | +122.9% |
| All | +70.8% | +42.1% | +28.7% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling