+119.0%
PAAS vs PENG
+115.2%
+3.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.4% | -8.8% | -3.3% |
| 7D | -2.9% | +4.5% | -7.4% | -3.5% |
| 30D | +6.8% | -7.1% | +13.9% | +7.5% |
| 3M | -2.9% | -27.3% | +24.4% | -0.7% |
| 6M | -16.4% | +169.6% | -186.0% | -31.7% |
| YTD | 0.0% | +164.6% | -164.6% | -18.2% |
| 1Y | +54.3% | +109.5% | -55.1% | +29.9% |
| 3Y | +230.7% | +98.9% | +131.8% | +165.9% |
| All | +119.0% | +115.2% | +3.7% | +56.7% |
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