+117.2%
PG vs PENG
+762.7%
-645.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.8% | -0.5% |
| 7D | +1.9% | +4.5% | -2.7% | +1.8% |
| 30D | -0.2% | -7.1% | +6.9% | -0.1% |
| 3M | +4.8% | -27.3% | +32.1% | +5.1% |
| 6M | -6.1% | +169.6% | -175.7% | -9.9% |
| YTD | +4.5% | +164.6% | -160.2% | +0.2% |
| 1Y | -5.3% | +109.5% | -114.8% | -8.6% |
| 3Y | +2.6% | +98.9% | -96.4% | -2.6% |
| 5Y | +15.6% | +116.3% | -100.7% | +7.7% |
| All | +117.2% | +762.7% | -645.5% | +88.1% |
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 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