+669.7%
PENG vs PSLV
+235.9%
+433.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.2% | +7.6% | +6.8% |
| 7D | +4.5% | -0.6% | +5.2% | +4.7% |
| 30D | -7.1% | +7.3% | -14.4% | -9.6% |
| 3M | -27.3% | -7.4% | -19.8% | -25.5% |
| 6M | +169.6% | -20.3% | +189.9% | +187.6% |
| YTD | +164.6% | -8.2% | +172.9% | +154.3% |
| 1Y | +109.5% | +57.9% | +51.5% | +59.5% |
| 3Y | +98.9% | +162.1% | -63.2% | +19.5% |
| 5Y | +116.3% | +151.2% | -34.9% | +29.2% |
| All | +669.7% | +235.9% | +433.8% | +271.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling