+16.2%
PFE vs PENG
+153.0%
-136.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -23.0% | +20.1% | -2.6% |
| 7D | -0.2% | -36.7% | +36.5% | +0.3% |
| 30D | +8.7% | -42.0% | +50.7% | +9.3% |
| 3M | +15.8% | -33.2% | +49.0% | +15.9% |
| 6M | +16.8% | +2.1% | +14.7% | +12.9% |
| YTD | +26.2% | +90.3% | -64.1% | +17.2% |
| 1Y | +29.9% | +67.7% | -37.7% | +21.3% |
| All | +16.2% | +153.0% | -136.8% | -0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling