+64.7%
PEP vs PENG
+735.0%
-670.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.2% |
| 7D | -0.3% | +34.6% | -34.9% | -1.0% |
| 30D | +11.8% | -35.9% | +47.7% | +12.8% |
| 3M | +3.7% | -14.7% | +18.4% | +3.6% |
| 6M | -4.3% | +13.5% | -17.8% | -6.4% |
| YTD | +2.1% | +156.1% | -154.0% | -3.9% |
| 1Y | +2.5% | +141.3% | -138.8% | -3.4% |
| 3Y | -5.0% | +223.4% | -228.5% | -13.7% |
| 5Y | +2.9% | +67.4% | -64.5% | -5.1% |
| All | +64.7% | +735.0% | -670.3% | +36.3% |
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