+23.8%
PLD vs PENG
+101.4%
-77.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.4% | -7.2% | -1.1% |
| 7D | -2.4% | +4.5% | -6.9% | -2.7% |
| 30D | -2.4% | -7.1% | +4.7% | -2.1% |
| 3M | -3.8% | -27.3% | +23.5% | -3.0% |
| 6M | 0.0% | +169.6% | -169.6% | -12.3% |
| YTD | +9.2% | +164.6% | -155.4% | -4.3% |
| 1Y | +25.9% | +109.5% | -83.6% | +12.4% |
| All | +23.8% | +101.4% | -77.6% | +4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling