+60.5%
PENG vs FGI
-70.0%
+130.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -16.1% | -4.1% | -12.0% | -15.9% |
| 30D | -41.5% | -3.4% | -38.1% | -41.4% |
| 3M | -19.1% | +61.8% | -80.9% | -22.1% |
| 6M | +0.9% | +17.0% | -16.1% | -2.1% |
| YTD | +128.2% | +31.4% | +96.8% | +118.0% |
| 1Y | +98.6% | +42.7% | +55.9% | +88.4% |
| 3Y | +188.2% | -0.1% | +188.3% | +173.6% |
| All | +60.5% | -70.0% | +130.5% | +61.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling