-8.9%
PEG vs PENG
+88.9%
-97.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +12.4% | -13.1% | -0.6% |
| 7D | -2.3% | -19.4% | +17.2% | -2.3% |
| 30D | +1.2% | -42.4% | +43.6% | +1.3% |
| 3M | -2.4% | -25.6% | +23.3% | -2.5% |
| 6M | -6.9% | +7.3% | -14.1% | -8.0% |
| YTD | -7.2% | +113.9% | -121.1% | -10.5% |
| 1Y | -8.9% | +93.6% | -102.4% | -11.8% |
| All | -8.9% | +88.9% | -97.8% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling