+591.0%
PH vs PENG
+762.7%
-171.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.4% | -6.6% | -1.5% |
| 7D | -3.1% | +4.5% | -7.6% | -3.9% |
| 30D | -3.2% | -7.1% | +3.9% | -2.2% |
| 3M | +10.6% | -27.3% | +37.8% | +13.6% |
| 6M | -2.1% | +169.6% | -171.7% | -25.6% |
| YTD | +10.2% | +164.6% | -154.4% | -16.4% |
| 1Y | +28.2% | +109.5% | -81.2% | +1.3% |
| 3Y | +134.9% | +98.9% | +36.0% | +72.5% |
| 5Y | +253.6% | +116.3% | +137.4% | +144.6% |
| All | +591.0% | +762.7% | -171.7% | +308.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling