+27.8%
PL vs PENG
+74.3%
-46.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -9.1% | +2.7% | -3.3% |
| 7D | -11.7% | -20.5% | +8.8% | -4.9% |
| 30D | -27.1% | -20.4% | -6.8% | -22.5% |
| 3M | -44.6% | -16.4% | -28.2% | -42.4% |
| 6M | -67.2% | +49.2% | -116.4% | -72.7% |
| YTD | -35.9% | +147.2% | -183.0% | -56.0% |
| 1Y | -0.4% | +124.7% | -125.1% | -29.7% |
| 3Y | +454.8% | +230.3% | +224.6% | +227.6% |
| 5Y | +24.8% | +71.4% | -46.6% | -18.9% |
| All | +27.8% | +74.3% | -46.6% | -17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling