+259.2%
PCAR vs PENG
+735.0%
-475.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.9% |
| 7D | +2.1% | +34.6% | -32.5% | -1.7% |
| 30D | -1.2% | -35.9% | +34.7% | +3.0% |
| 3M | -18.6% | -14.7% | -3.9% | -18.7% |
| 6M | -5.1% | +13.5% | -18.6% | -11.0% |
| YTD | -1.8% | +156.1% | -157.9% | -18.5% |
| 1Y | +10.6% | +141.3% | -130.7% | -7.6% |
| 3Y | +34.9% | +223.4% | -188.5% | +3.9% |
| 5Y | +114.0% | +67.4% | +46.6% | +71.5% |
| All | +259.2% | +735.0% | -475.8% | +165.1% |
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