+132.3%
PEG vs PENG
+644.0%
-511.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | -0.3% |
| 7D | +2.6% | -16.1% | +18.6% | +3.3% |
| 30D | +3.3% | -41.5% | +44.8% | +5.8% |
| 3M | +1.1% | -19.1% | +20.2% | +1.4% |
| 6M | -1.4% | +0.9% | -2.4% | -3.8% |
| YTD | -4.6% | +128.2% | -132.8% | -12.1% |
| 1Y | -7.2% | +98.6% | -105.8% | -13.9% |
| 3Y | +33.7% | +188.2% | -154.5% | +18.1% |
| 5Y | +40.8% | +55.5% | -14.7% | +26.0% |
| All | +132.3% | +644.0% | -511.7% | +86.8% |
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