+31.8%
PCAR vs PENG
+184.4%
-152.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +12.4% | -14.8% | -3.5% |
| 7D | +0.1% | -19.4% | +19.5% | +1.6% |
| 30D | -4.6% | -42.4% | +37.8% | -0.2% |
| 3M | -22.6% | -25.6% | +3.1% | -21.8% |
| 6M | -12.0% | +7.3% | -19.3% | -17.7% |
| YTD | -6.1% | +113.9% | -120.0% | -21.4% |
| 1Y | +6.3% | +93.6% | -87.2% | -9.9% |
| 3Y | +31.8% | +170.2% | -138.4% | -4.5% |
| All | +31.8% | +184.4% | -152.6% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling