+131.1%
PEG vs PENG
+720.8%
-589.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.3% | -10.8% | -1.1% |
| 7D | +1.5% | +1.9% | -0.4% | +1.1% |
| 30D | +5.0% | -37.8% | +42.8% | +7.2% |
| 3M | -0.3% | -14.1% | +13.8% | -0.4% |
| 6M | -2.7% | +13.1% | -15.8% | -5.5% |
| YTD | -5.1% | +151.8% | -156.9% | -13.1% |
| 1Y | -8.3% | +136.0% | -144.2% | -15.7% |
| 3Y | +33.0% | +217.9% | -184.9% | +16.9% |
| 5Y | +41.3% | +64.1% | -22.8% | +26.1% |
| All | +131.1% | +720.8% | -589.7% | +84.8% |
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