-20.6%
PFE vs PENG
+31.0%
-51.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -23.0% | +20.1% | -2.3% |
| 7D | -0.2% | -36.7% | +36.5% | +1.0% |
| 30D | +8.7% | -42.0% | +50.7% | +10.1% |
| 3M | +15.8% | -33.2% | +49.0% | +16.5% |
| 6M | +16.8% | +2.1% | +14.7% | +13.1% |
| YTD | +26.2% | +90.3% | -64.1% | +17.2% |
| 1Y | +29.9% | +67.7% | -37.7% | +21.4% |
| 3Y | +15.9% | +154.2% | -138.3% | +3.3% |
| 5Y | -20.6% | +28.3% | -48.9% | -29.8% |
| All | -20.6% | +31.0% | -51.6% | -29.8% |
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 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