+26.8%
PL vs PENG
+50.8%
-24.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +12.4% | -2.0% | +6.1% |
| 7D | -6.8% | -19.4% | +12.6% | -0.4% |
| 30D | -29.3% | -42.4% | +13.1% | -16.0% |
| 3M | -44.8% | -25.6% | -19.1% | -40.6% |
| 6M | -68.4% | +7.3% | -75.7% | -70.7% |
| YTD | -36.4% | +113.9% | -150.2% | -54.4% |
| 1Y | +0.7% | +93.6% | -92.8% | -25.6% |
| 3Y | +455.3% | +170.2% | +285.1% | +248.7% |
| 5Y | +22.7% | +44.2% | -21.5% | -16.5% |
| All | +26.8% | +50.8% | -24.1% | -14.7% |
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