-16.4%
PINS vs PENG
+373.6%
-390.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.4% | -8.6% | -3.8% |
| 7D | -12.0% | +4.5% | -16.6% | -13.1% |
| 30D | -12.7% | -7.1% | -5.6% | -11.6% |
| 3M | -5.5% | -27.3% | +21.8% | -2.9% |
| 6M | +5.3% | +169.6% | -164.3% | -29.6% |
| YTD | -21.2% | +164.6% | -185.8% | -47.7% |
| 1Y | -45.0% | +109.5% | -154.5% | -61.4% |
| 3Y | -26.2% | +98.9% | -125.1% | -54.3% |
| 5Y | -64.0% | +116.3% | -180.2% | -79.7% |
| All | -16.4% | +373.6% | -390.0% | -66.1% |
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