+11.1%
PL vs PENG
+31.0%
-19.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -23.0% | +12.9% | -1.7% |
| 7D | -20.5% | -36.7% | +16.1% | -7.0% |
| 30D | -38.8% | -42.0% | +3.3% | -27.1% |
| 3M | -49.1% | -33.2% | -15.9% | -42.9% |
| 6M | -69.4% | +2.1% | -71.5% | -71.4% |
| YTD | -42.3% | +90.3% | -132.6% | -58.4% |
| 1Y | -14.2% | +67.7% | -81.8% | -35.4% |
| 3Y | +398.7% | +154.2% | +244.4% | +200.1% |
| 5Y | +11.1% | +28.3% | -17.2% | -26.1% |
| All | +11.1% | +31.0% | -19.9% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling