+17.0%
PG vs PENG
+120.5%
-103.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -9.1% | +12.3% | +2.7% |
| 7D | +5.7% | -20.5% | +26.2% | +4.6% |
| 30D | +15.4% | -20.4% | +35.8% | +14.4% |
| 3M | +13.8% | -16.4% | +30.2% | +13.2% |
| 6M | +18.3% | +49.2% | -30.9% | +15.6% |
| YTD | +20.1% | +147.2% | -127.0% | +18.2% |
| 1Y | +17.0% | +124.7% | -107.7% | +13.7% |
| All | +17.0% | +120.5% | -103.5% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling