-23.1%
PINS vs PENG
+73.0%
-96.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -23.0% | +16.3% | -6.3% |
| 7D | -0.7% | -36.7% | +36.0% | -0.2% |
| 30D | -1.2% | -42.0% | +40.8% | -0.5% |
| 3M | -15.3% | -33.2% | +17.9% | -14.6% |
| 6M | -11.2% | +2.1% | -13.3% | -15.0% |
| YTD | -23.6% | +90.3% | -113.8% | -31.5% |
| 1Y | -23.1% | +67.7% | -90.8% | -29.5% |
| All | -23.1% | +73.0% | -96.1% | -29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling