+631.0%
PGR vs PENG
+689.3%
-58.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +0.2% |
| 7D | +3.5% | +13.2% | -9.7% | +3.3% |
| 30D | +10.5% | -29.9% | +40.4% | +10.9% |
| 3M | +12.9% | -22.2% | +35.2% | +13.2% |
| 6M | +20.4% | -1.9% | +22.3% | +19.2% |
| YTD | +10.3% | +142.1% | -131.9% | +5.7% |
| 1Y | +12.5% | +151.5% | -139.0% | +7.6% |
| 3Y | +59.3% | +206.9% | -147.7% | +48.2% |
| 5Y | +173.9% | +58.2% | +115.6% | +157.6% |
| All | +631.0% | +689.3% | -58.3% | +527.3% |
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