+287.6%
PFGC vs PENG
+520.3%
-232.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -23.0% | +23.1% | +4.2% |
| 7D | +12.5% | -36.7% | +49.1% | +20.3% |
| 30D | +17.0% | -42.0% | +59.0% | +25.9% |
| 3M | -2.1% | -33.2% | +31.1% | +1.7% |
| 6M | +25.9% | +2.1% | +23.8% | +12.9% |
| YTD | +22.0% | +90.3% | -68.3% | -6.4% |
| 1Y | +14.8% | +67.7% | -52.8% | -9.7% |
| 3Y | +80.8% | +154.2% | -73.4% | +17.9% |
| 5Y | +126.0% | +28.3% | +97.7% | +60.7% |
| All | +287.6% | +520.3% | -232.8% | +98.8% |
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 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