+13.4%
PG vs PENG
+111.4%
-98.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.2% | -3.6% | +1.7% |
| 7D | -0.8% | -1.2% | +0.4% | -0.8% |
| 30D | +0.8% | -12.9% | +13.7% | +0.7% |
| 3M | -1.3% | -20.5% | +19.1% | -1.5% |
| 6M | -3.8% | +176.8% | -180.7% | -4.9% |
| YTD | +3.6% | +161.6% | -157.9% | +2.5% |
| 1Y | -5.7% | +95.6% | -101.4% | -6.6% |
| 3Y | +1.6% | +111.9% | -110.3% | -0.3% |
| All | +13.4% | +111.4% | -98.0% | +8.2% |
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