+2.0%
PEP vs PENG
+56.2%
-54.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.3% | -8.9% | +0.6% |
| 7D | +1.0% | -3.8% | +4.8% | +1.1% |
| 30D | +12.6% | -40.1% | +52.7% | +12.0% |
| 3M | +3.1% | -21.8% | +24.9% | +2.9% |
| 6M | -6.3% | +3.3% | -9.6% | -6.9% |
| YTD | +1.9% | +133.6% | -131.8% | +0.1% |
| 1Y | +3.3% | +110.7% | -107.4% | +1.6% |
| 3Y | -4.8% | +204.3% | -209.1% | -8.4% |
| 5Y | +2.0% | +54.4% | -52.3% | -1.5% |
| All | +2.0% | +56.2% | -54.2% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling