+71.3%
PAAS vs PENG
+31.0%
+40.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -23.0% | +20.8% | +1.0% |
| 7D | -0.4% | -36.7% | +36.3% | +5.3% |
| 30D | -11.6% | -42.0% | +30.4% | -5.8% |
| 3M | -15.6% | -33.2% | +17.6% | -12.4% |
| 6M | -19.1% | +2.1% | -21.2% | -23.9% |
| YTD | -20.9% | +90.3% | -111.2% | -33.3% |
| 1Y | +21.3% | +67.7% | -46.4% | +4.1% |
| 3Y | +177.4% | +154.2% | +23.2% | +120.5% |
| 5Y | +71.3% | +28.3% | +43.0% | +29.4% |
| All | +71.3% | +31.0% | +40.3% | +29.4% |
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 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