+124.7%
PENG vs FGI
+38.7%
+86.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -5.0% | -4.1% | -8.9% |
| 7D | -20.5% | +3.3% | -23.8% | -20.5% |
| 30D | -20.4% | -2.0% | -18.3% | -20.3% |
| 3M | -16.4% | +60.3% | -76.7% | -20.1% |
| 6M | +49.2% | +0.7% | +48.5% | +45.8% |
| YTD | +147.2% | +30.2% | +117.0% | +135.8% |
| 1Y | +124.7% | +44.4% | +80.3% | +102.7% |
| All | +124.7% | +38.7% | +86.0% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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