+86.1%
PENG vs FGI
-70.4%
+156.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +7.5% | -1.1% | +6.2% |
| 7D | +4.5% | +0.5% | +4.0% | +4.5% |
| 30D | -7.1% | +65.4% | -72.5% | -10.4% |
| 3M | -27.3% | +23.5% | -50.8% | -29.3% |
| 6M | +169.6% | +60.5% | +109.1% | +156.3% |
| YTD | +164.6% | +30.0% | +134.6% | +153.2% |
| 1Y | +109.5% | +82.1% | +27.4% | +94.9% |
| 3Y | +98.9% | -4.4% | +103.3% | +89.5% |
| All | +86.1% | -70.4% | +156.4% | +87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling