+50.2%
PFE vs PENG
+720.8%
-670.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.3% | -10.0% | -0.2% |
| 7D | -3.0% | +1.9% | -4.8% | -3.2% |
| 30D | +5.2% | -37.8% | +43.0% | +7.1% |
| 3M | +12.2% | -14.1% | +26.3% | +12.1% |
| 6M | +17.8% | +13.1% | +4.7% | +14.2% |
| YTD | +26.2% | +151.8% | -125.6% | +15.6% |
| 1Y | +23.2% | +136.0% | -112.8% | +13.2% |
| 3Y | +21.3% | +217.9% | -196.7% | +7.1% |
| 5Y | -23.1% | +64.1% | -87.2% | -31.2% |
| All | +50.2% | +720.8% | -670.6% | +22.7% |
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