+125.9%
PEG vs PENG
+597.2%
-471.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +12.4% | -13.1% | -1.3% |
| 7D | -2.3% | -19.4% | +17.2% | -1.4% |
| 30D | +1.2% | -42.4% | +43.6% | +3.7% |
| 3M | -2.4% | -25.6% | +23.3% | -1.6% |
| 6M | -6.9% | +7.3% | -14.1% | -9.5% |
| YTD | -7.2% | +113.9% | -121.1% | -14.3% |
| 1Y | -8.9% | +93.6% | -102.4% | -15.3% |
| 3Y | +27.1% | +170.2% | -143.1% | +12.7% |
| 5Y | +33.8% | +44.2% | -10.4% | +20.2% |
| All | +125.9% | +597.2% | -471.3% | +82.2% |
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