+6.3%
PCAR vs PENG
+88.9%
-82.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +12.4% | -14.8% | -3.1% |
| 7D | +0.1% | -19.4% | +19.5% | +1.0% |
| 30D | -4.6% | -42.4% | +37.8% | -1.7% |
| 3M | -22.6% | -25.6% | +3.1% | -22.2% |
| 6M | -12.0% | +7.3% | -19.3% | -18.1% |
| YTD | -6.1% | +113.9% | -120.0% | -23.4% |
| 1Y | +6.3% | +93.6% | -87.2% | -11.8% |
| All | +6.3% | +88.9% | -82.6% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling