+1.5%
PLD vs PENG
+31.0%
-29.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -23.0% | +20.9% | +0.2% |
| 7D | +0.4% | -36.7% | +37.1% | +4.6% |
| 30D | -0.1% | -42.0% | +41.9% | +4.7% |
| 3M | -7.9% | -33.2% | +25.3% | -5.4% |
| 6M | -7.0% | +2.1% | -9.1% | -13.1% |
| YTD | +3.1% | +90.3% | -87.2% | -13.3% |
| 1Y | +7.1% | +67.7% | -60.6% | -8.4% |
| 3Y | +32.9% | +154.2% | -121.4% | -0.3% |
| 5Y | +1.5% | +28.3% | -26.8% | -22.4% |
| All | +1.5% | +31.0% | -29.5% | -22.4% |
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