+153.5%
PG vs PENG
+689.3%
-535.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.5% | +6.5% | +1.1% |
| 7D | +2.7% | +13.2% | -10.6% | +2.5% |
| 30D | +9.2% | -29.9% | +39.1% | +9.7% |
| 3M | +18.5% | -22.2% | +40.7% | +18.6% |
| 6M | +21.1% | -1.9% | +22.9% | +19.6% |
| YTD | +21.9% | +142.1% | -120.2% | +16.7% |
| 1Y | +18.1% | +151.5% | -133.4% | +12.9% |
| 3Y | +20.6% | +206.9% | -186.4% | +12.4% |
| 5Y | +31.8% | +58.2% | -26.4% | +24.1% |
| All | +153.5% | +689.3% | -535.8% | +119.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling