-30.3%
PL vs PENG
+170.4%
-200.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.4% | -7.7% | -3.8% |
| 7D | -9.3% | +4.5% | -13.9% | -11.1% |
| 30D | -18.9% | -7.1% | -11.8% | -16.9% |
| 3M | -58.4% | -27.3% | -31.1% | -53.7% |
| 6M | -30.3% | +169.6% | -199.9% | -59.5% |
| All | -30.3% | +170.4% | -200.7% | -59.5% |
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