+71.8%
PGR vs PENG
+107.0%
-35.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.2% |
| 7D | -2.7% | +7.3% | -9.9% | -2.2% |
| 30D | +0.7% | -7.5% | +8.2% | +0.3% |
| 3M | +7.7% | -17.2% | +25.0% | +7.7% |
| 6M | +4.3% | +176.7% | -172.4% | +11.6% |
| YTD | +0.7% | +161.0% | -160.3% | +7.7% |
| 1Y | -5.7% | +108.8% | -114.5% | -0.1% |
| All | +71.8% | +107.0% | -35.2% | +87.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling