+587.7%
PH vs PENG
+735.0%
-147.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.3% | -1.9% |
| 7D | +7.4% | +34.6% | -27.2% | +1.2% |
| 30D | +0.5% | -35.9% | +36.4% | +7.6% |
| 3M | -10.2% | -14.7% | +4.4% | -10.0% |
| 6M | +8.9% | +13.5% | -4.6% | -1.5% |
| YTD | +9.7% | +156.1% | -146.5% | -18.4% |
| 1Y | +12.8% | +141.3% | -128.5% | -15.1% |
| 3Y | +134.6% | +223.4% | -88.8% | +56.2% |
| 5Y | +204.5% | +67.4% | +137.1% | +117.8% |
| All | +587.7% | +735.0% | -147.3% | +298.4% |
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