+540.5%
PH vs PENG
+520.3%
+20.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -23.0% | +21.1% | +2.4% |
| 7D | -3.9% | -36.7% | +32.8% | +3.9% |
| 30D | -9.4% | -42.0% | +32.6% | -1.3% |
| 3M | -10.3% | -33.2% | +22.9% | -5.6% |
| 6M | +2.7% | +2.1% | +0.6% | -5.7% |
| YTD | +2.1% | +90.3% | -88.1% | -19.3% |
| 1Y | +16.2% | +67.7% | -51.4% | -6.0% |
| 3Y | +129.3% | +154.2% | -25.0% | +59.9% |
| 5Y | +191.7% | +28.3% | +163.4% | +119.9% |
| All | +540.5% | +520.3% | +20.2% | +293.7% |
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