+4.7%
PEP vs PENG
+115.2%
-110.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.4% | -7.1% | -0.6% |
| 7D | -1.4% | +4.5% | -5.9% | -1.4% |
| 30D | +0.2% | -7.1% | +7.3% | +0.2% |
| 3M | -1.1% | -27.3% | +26.1% | -1.1% |
| 6M | -13.5% | +169.6% | -183.1% | -15.0% |
| YTD | -1.2% | +164.6% | -165.8% | -2.9% |
| 1Y | -1.6% | +109.5% | -111.0% | -3.0% |
| 3Y | -12.5% | +98.9% | -111.4% | -14.4% |
| All | +4.7% | +115.2% | -110.5% | -0.2% |
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