+16.0%
PCG vs PENG
+31.0%
-15.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -23.0% | +21.8% | -0.1% |
| 7D | 0.0% | -36.7% | +36.7% | +2.1% |
| 30D | +5.8% | -42.0% | +47.9% | +8.5% |
| 3M | -22.8% | -33.2% | +10.4% | -21.6% |
| 6M | -18.4% | +2.1% | -20.5% | -20.5% |
| YTD | -16.9% | +90.3% | -107.1% | -22.7% |
| 1Y | -17.6% | +67.7% | -85.3% | -22.8% |
| 3Y | -20.0% | +154.2% | -174.2% | -30.0% |
| 5Y | +16.0% | +28.3% | -12.3% | +8.0% |
| All | +16.0% | +31.0% | -15.0% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling