-20.7%
PFE vs PENG
+115.2%
-135.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.7% | -1.5% |
| 7D | +1.8% | +4.5% | -2.8% | +1.6% |
| 30D | +10.2% | -7.1% | +17.3% | +10.4% |
| 3M | +12.7% | -27.3% | +39.9% | +13.3% |
| 6M | +10.5% | +169.6% | -159.0% | +2.3% |
| YTD | +20.2% | +164.6% | -144.5% | +11.1% |
| 1Y | +24.1% | +109.5% | -85.4% | +16.0% |
| 3Y | -3.6% | +98.9% | -102.5% | -12.4% |
| All | -20.7% | +115.2% | -135.9% | -31.9% |
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