+166.5%
PAAS vs PENG
+520.3%
-353.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -23.0% | +20.8% | +1.1% |
| 7D | -0.4% | -36.7% | +36.3% | +5.6% |
| 30D | -11.6% | -42.0% | +30.4% | -5.6% |
| 3M | -15.6% | -33.2% | +17.6% | -12.2% |
| 6M | -19.1% | +2.1% | -21.2% | -23.5% |
| YTD | -20.9% | +90.3% | -111.2% | -32.7% |
| 1Y | +21.3% | +67.7% | -46.4% | +5.0% |
| 3Y | +177.4% | +154.2% | +23.2% | +118.5% |
| 5Y | +71.3% | +28.3% | +43.0% | +39.9% |
| All | +166.5% | +520.3% | -353.9% | +63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling