+708.9%
PBR vs PENG
+755.0%
-46.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.7% |
| 7D | +2.5% | +7.8% | -5.3% | +1.2% |
| 30D | +19.4% | -12.2% | +31.6% | +21.3% |
| 3M | +20.8% | -20.6% | +41.4% | +21.9% |
| 6M | +23.5% | +180.9% | -157.5% | -3.0% |
| YTD | +83.4% | +162.3% | -78.9% | +44.9% |
| 1Y | +77.6% | +107.3% | -29.7% | +45.3% |
| 3Y | +99.9% | +110.8% | -10.9% | +47.8% |
| 5Y | +567.7% | +117.8% | +449.9% | +359.7% |
| All | +708.9% | +755.0% | -46.1% | +335.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling