-13.0%
PINS vs PENG
+342.4%
-355.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -9.1% | +13.3% | +6.4% |
| 7D | +1.4% | -20.5% | +21.9% | +6.5% |
| 30D | +5.8% | -20.4% | +26.1% | +9.7% |
| 3M | -17.0% | -16.4% | -0.6% | -16.2% |
| 6M | +1.8% | +49.2% | -47.5% | -20.1% |
| YTD | -18.0% | +147.2% | -165.2% | -46.3% |
| 1Y | -35.5% | +124.7% | -160.2% | -56.8% |
| 3Y | -31.4% | +230.3% | -261.7% | -63.8% |
| 5Y | -51.4% | +71.4% | -122.8% | -70.9% |
| All | -13.0% | +342.4% | -355.4% | -65.1% |
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