-79.7%
PCG vs PENG
+597.2%
-676.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +12.4% | -14.4% | -3.4% |
| 7D | -1.6% | -19.4% | +17.9% | +0.2% |
| 30D | +1.4% | -42.4% | +43.8% | +6.9% |
| 3M | -23.4% | -25.6% | +2.3% | -22.0% |
| 6M | -19.4% | +7.3% | -26.7% | -23.9% |
| YTD | -18.5% | +113.9% | -132.3% | -30.5% |
| 1Y | -19.5% | +93.6% | -113.1% | -30.6% |
| 3Y | -21.0% | +170.2% | -191.2% | -38.6% |
| 5Y | +13.7% | +44.2% | -30.5% | -8.1% |
| All | -79.7% | +597.2% | -676.8% | -87.6% |
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