-67.2%
PL vs PENG
+54.5%
-121.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -9.1% | +2.7% | -2.9% |
| 7D | -11.7% | -20.5% | +8.8% | -4.2% |
| 30D | -27.1% | -20.4% | -6.8% | -22.3% |
| 3M | -44.6% | -16.4% | -28.2% | -42.5% |
| 6M | -67.2% | +49.2% | -116.4% | -68.8% |
| All | -67.2% | +54.5% | -121.6% | -68.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling