+257.4%
PCAR vs PENG
+705.8%
-448.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -9.1% | +13.1% | +5.1% |
| 7D | +3.7% | -20.5% | +24.1% | +6.2% |
| 30D | -2.9% | -20.4% | +17.4% | -1.3% |
| 3M | -21.7% | -16.4% | -5.3% | -21.3% |
| 6M | -6.6% | +49.2% | -55.9% | -15.5% |
| YTD | -2.2% | +147.2% | -149.4% | -18.2% |
| 1Y | +12.2% | +124.7% | -112.4% | -5.0% |
| 3Y | +36.5% | +230.3% | -193.7% | +5.4% |
| 5Y | +113.5% | +71.4% | +42.1% | +71.4% |
| All | +257.4% | +705.8% | -448.4% | +166.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling