+140.4%
PENG vs FGI
+2.3%
+138.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | 0.0% | -23.0% | -23.0% |
| 7D | -36.7% | -11.6% | -25.1% | -36.5% |
| 30D | -42.0% | -3.3% | -38.7% | -42.0% |
| 3M | -33.2% | +65.6% | -98.8% | -35.0% |
| 6M | +2.1% | -2.8% | +4.9% | +0.3% |
| YTD | +90.3% | +30.1% | +60.1% | +84.7% |
| 1Y | +67.7% | +50.2% | +17.5% | +62.4% |
| All | +140.4% | +2.3% | +138.1% | +154.8% |
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