-59.3%
PINS vs PENG
+42.1%
-101.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +12.4% | -16.6% | -6.4% |
| 7D | -2.1% | -19.4% | +17.4% | +0.8% |
| 30D | -6.6% | -42.4% | +35.7% | +1.7% |
| 3M | -18.7% | -25.6% | +6.9% | -16.8% |
| 6M | -10.4% | +7.3% | -17.7% | -21.5% |
| YTD | -26.8% | +113.9% | -140.6% | -48.0% |
| 1Y | -27.9% | +93.6% | -121.4% | -47.5% |
| 3Y | -38.7% | +170.2% | -208.9% | -63.9% |
| All | -59.3% | +42.1% | -101.4% | -73.5% |
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 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