+180.5%
PL vs PENG
+118.5%
+62.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.4% | -7.7% | -3.4% |
| 7D | -9.3% | +4.5% | -13.9% | -10.8% |
| 30D | -18.9% | -7.1% | -11.8% | -17.1% |
| 3M | -58.4% | -27.3% | -31.1% | -54.6% |
| 6M | -30.3% | +169.6% | -199.9% | -46.8% |
| YTD | -8.1% | +164.6% | -172.7% | -31.0% |
| 1Y | +180.5% | +109.5% | +71.0% | +131.6% |
| All | +180.5% | +118.5% | +62.0% | +131.6% |
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