+598.4%
PH vs PENG
+720.8%
-122.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.3% | -9.5% | -1.2% |
| 7D | +6.9% | +1.9% | +5.0% | +5.6% |
| 30D | +1.7% | -37.8% | +39.5% | +9.5% |
| 3M | -8.1% | -14.1% | +5.9% | -8.0% |
| 6M | +11.5% | +13.1% | -1.6% | +0.9% |
| YTD | +11.4% | +151.8% | -140.4% | -16.8% |
| 1Y | +14.1% | +136.0% | -121.9% | -13.8% |
| 3Y | +138.2% | +217.9% | -79.7% | +59.2% |
| 5Y | +216.0% | +64.1% | +151.9% | +126.9% |
| All | +598.4% | +720.8% | -122.4% | +306.0% |
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