+103.5%
PENG vs FGI
-4.4%
+107.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +7.5% | -1.1% | +6.3% |
| 7D | +4.5% | +0.5% | +4.0% | +4.5% |
| 30D | -7.1% | +65.4% | -72.5% | -9.5% |
| 3M | -27.3% | +23.5% | -50.8% | -28.8% |
| 6M | +169.6% | +60.5% | +109.1% | +161.2% |
| YTD | +164.6% | +30.0% | +134.6% | +157.3% |
| 1Y | +109.5% | +82.1% | +27.4% | +102.7% |
| All | +103.5% | -4.4% | +107.9% | +110.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling