+66.3%
PEP vs PENG
+644.0%
-577.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.3% |
| 7D | +4.6% | -16.1% | +20.7% | +4.9% |
| 30D | +14.0% | -41.5% | +55.5% | +15.2% |
| 3M | +5.4% | -19.1% | +24.5% | +5.4% |
| 6M | -5.1% | +0.9% | -6.1% | -6.9% |
| YTD | +3.1% | +128.2% | -125.1% | -2.8% |
| 1Y | +4.8% | +98.6% | -93.8% | -0.7% |
| 3Y | -4.1% | +188.2% | -192.3% | -12.7% |
| 5Y | +3.0% | +55.5% | -52.6% | -5.0% |
| All | +66.3% | +644.0% | -577.7% | +38.0% |
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