+93.6%
PENG vs FGI
+46.9%
+46.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.8% | +13.2% | +12.4% |
| 7D | -19.4% | -7.0% | -12.5% | -19.2% |
| 30D | -42.4% | -4.2% | -38.2% | -42.3% |
| 3M | -25.6% | +55.6% | -81.3% | -28.8% |
| 6M | +7.3% | -3.2% | +10.4% | +5.1% |
| YTD | +113.9% | +29.1% | +84.7% | +104.0% |
| 1Y | +93.6% | +51.0% | +42.6% | +77.7% |
| All | +93.6% | +46.9% | +46.7% | +77.7% |
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