+1.1%
PEP vs PENG
+31.0%
-29.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -23.0% | +23.2% | -0.2% |
| 7D | +6.7% | -36.7% | +43.4% | +5.9% |
| 30D | +13.5% | -42.0% | +55.6% | +12.6% |
| 3M | +3.9% | -33.2% | +37.1% | +3.3% |
| 6M | -6.0% | +2.1% | -8.1% | -7.2% |
| YTD | +2.5% | +90.3% | -87.8% | +0.3% |
| 1Y | +3.9% | +67.7% | -63.7% | +1.8% |
| 3Y | -4.7% | +154.2% | -158.9% | -8.7% |
| 5Y | +1.1% | +28.3% | -27.2% | -3.0% |
| All | +1.1% | +31.0% | -29.9% | -3.0% |
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 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