-19.4%
PCG vs PENG
+153.0%
-172.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -23.0% | +21.8% | -0.5% |
| 7D | 0.0% | -36.7% | +36.7% | +1.3% |
| 30D | +5.8% | -42.0% | +47.9% | +7.5% |
| 3M | -22.8% | -33.2% | +10.4% | -22.0% |
| 6M | -18.4% | +2.1% | -20.5% | -19.7% |
| YTD | -16.9% | +90.3% | -107.1% | -20.5% |
| 1Y | -17.6% | +67.7% | -85.3% | -20.9% |
| All | -19.4% | +153.0% | -172.4% | -30.2% |
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