+243.4%
PCAR vs PENG
+597.2%
-353.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +12.4% | -14.8% | -3.9% |
| 7D | +0.1% | -19.4% | +19.5% | +1.9% |
| 30D | -4.6% | -42.4% | +37.8% | +0.7% |
| 3M | -22.6% | -25.6% | +3.1% | -21.4% |
| 6M | -12.0% | +7.3% | -19.3% | -17.2% |
| YTD | -6.1% | +113.9% | -120.0% | -20.4% |
| 1Y | +6.3% | +93.6% | -87.2% | -8.8% |
| 3Y | +31.8% | +170.2% | -138.4% | +3.8% |
| 5Y | +104.2% | +44.2% | +60.0% | +66.6% |
| All | +243.4% | +597.2% | -353.8% | +159.1% |
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