+43.1%
PFE vs PENG
+762.7%
-719.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.7% | -1.6% |
| 7D | +1.8% | +4.5% | -2.8% | +1.5% |
| 30D | +10.2% | -7.1% | +17.3% | +10.5% |
| 3M | +12.7% | -27.3% | +39.9% | +13.5% |
| 6M | +10.5% | +169.6% | -159.0% | +1.8% |
| YTD | +20.2% | +164.6% | -144.5% | +10.7% |
| 1Y | +24.1% | +109.5% | -85.4% | +15.6% |
| 3Y | -3.6% | +98.9% | -102.5% | -12.4% |
| 5Y | -20.9% | +116.3% | -137.1% | -30.0% |
| All | +43.1% | +762.7% | -719.6% | +17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling