+68.4%
PEP vs PENG
+689.3%
-620.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.5% | +7.7% | +2.4% |
| 7D | +2.9% | +13.2% | -10.3% | +2.6% |
| 30D | +12.5% | -29.9% | +42.4% | +13.2% |
| 3M | +4.5% | -22.2% | +26.8% | +4.7% |
| 6M | -0.5% | -1.9% | +1.4% | -2.1% |
| YTD | +4.4% | +142.1% | -137.7% | -1.7% |
| 1Y | +4.4% | +151.5% | -147.2% | -2.0% |
| 3Y | -3.4% | +206.9% | -210.3% | -12.2% |
| 5Y | +5.2% | +58.2% | -53.1% | -2.9% |
| All | +68.4% | +689.3% | -620.9% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling