+127.2%
PEG vs PENG
+762.7%
-635.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.4% | -6.6% | -0.5% |
| 7D | +0.7% | +4.5% | -3.8% | +0.4% |
| 30D | -2.4% | -7.1% | +4.7% | -2.1% |
| 3M | -4.8% | -27.3% | +22.5% | -4.0% |
| 6M | -10.7% | +169.6% | -180.3% | -17.7% |
| YTD | -6.7% | +164.6% | -171.3% | -14.1% |
| 1Y | -6.8% | +109.5% | -116.3% | -13.2% |
| 3Y | +34.5% | +98.9% | -64.4% | +21.9% |
| 5Y | +35.8% | +116.3% | -80.5% | +19.5% |
| All | +127.2% | +762.7% | -635.5% | +82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling