+41.3%
PEG vs PENG
+68.7%
-27.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.3% | -10.8% | -0.9% |
| 7D | +1.5% | +1.9% | -0.4% | +1.2% |
| 30D | +5.0% | -37.8% | +42.8% | +6.5% |
| 3M | -0.3% | -14.1% | +13.8% | -0.4% |
| 6M | -2.7% | +13.1% | -15.8% | -4.9% |
| YTD | -5.1% | +151.8% | -156.9% | -11.5% |
| 1Y | -8.3% | +136.0% | -144.2% | -14.2% |
| 3Y | +33.0% | +217.9% | -184.9% | +19.3% |
| 5Y | +41.3% | +64.1% | -22.8% | +22.0% |
| All | +41.3% | +68.7% | -27.4% | +22.0% |
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