-79.7%
PCG vs PENG
+735.0%
-814.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.2% |
| 7D | -2.0% | +34.6% | -36.6% | -5.4% |
| 30D | -2.7% | -35.9% | +33.2% | +1.2% |
| 3M | -25.1% | -14.7% | -10.4% | -24.9% |
| 6M | -22.3% | +13.5% | -35.8% | -26.9% |
| YTD | -18.5% | +156.1% | -174.6% | -31.9% |
| 1Y | -21.8% | +141.3% | -163.2% | -34.3% |
| 3Y | -21.0% | +223.4% | -244.5% | -39.9% |
| 5Y | +8.1% | +67.4% | -59.3% | -14.0% |
| All | -79.7% | +735.0% | -814.7% | -87.8% |
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 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