+124.7%
PENG vs PSLV
+7.9%
+116.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +6.0% | -15.1% | -10.8% |
| 7D | -20.5% | -2.6% | -17.8% | -19.9% |
| 30D | -20.4% | -14.2% | -6.2% | -16.6% |
| 3M | -16.4% | -12.2% | -4.2% | -12.9% |
| 6M | +49.2% | -28.1% | +77.3% | +62.8% |
| YTD | +147.2% | -28.2% | +175.4% | +147.6% |
| 1Y | +124.7% | +9.1% | +115.5% | +79.4% |
| All | +124.7% | +7.9% | +116.8% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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