+251.8%
PCAR vs PENG
+520.3%
-268.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -23.0% | +21.5% | +1.2% |
| 7D | +2.2% | -36.7% | +38.9% | +7.2% |
| 30D | -4.4% | -42.0% | +37.6% | +0.7% |
| 3M | -21.4% | -33.2% | +11.8% | -19.1% |
| 6M | -7.3% | +2.1% | -9.4% | -12.3% |
| YTD | -3.8% | +90.3% | -94.1% | -17.2% |
| 1Y | +6.3% | +67.7% | -61.4% | -7.1% |
| 3Y | +34.4% | +154.2% | -119.9% | +6.6% |
| 5Y | +109.2% | +28.3% | +80.9% | +73.3% |
| All | +251.8% | +520.3% | -268.5% | +169.6% |
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