-38.7%
PINS vs PENG
+184.4%
-223.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +12.4% | -16.6% | -5.5% |
| 7D | -2.1% | -19.4% | +17.4% | -0.3% |
| 30D | -6.6% | -42.4% | +35.7% | -1.8% |
| 3M | -18.7% | -25.6% | +6.9% | -17.4% |
| 6M | -10.4% | +7.3% | -17.7% | -18.4% |
| YTD | -26.8% | +113.9% | -140.6% | -42.9% |
| 1Y | -27.9% | +93.6% | -121.4% | -42.6% |
| 3Y | -38.7% | +170.2% | -208.9% | -56.2% |
| All | -38.7% | +184.4% | -223.0% | -56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling