+209.7%
PH vs PENG
+56.5%
+153.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.4% | +0.9% |
| 7D | +4.3% | +13.2% | -8.9% | +2.0% |
| 30D | +0.1% | -29.9% | +30.1% | +5.1% |
| 3M | -9.4% | -22.2% | +12.9% | -7.7% |
| 6M | +8.8% | -1.9% | +10.6% | +1.3% |
| YTD | +9.6% | +142.1% | -132.5% | -18.1% |
| 1Y | +14.4% | +151.5% | -137.1% | -15.3% |
| 3Y | +134.5% | +206.9% | -72.4% | +54.3% |
| All | +209.7% | +56.5% | +153.2% | +112.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling