-16.5%
PLTD vs PENG
+120.5%
-137.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -9.1% | +11.5% | +1.6% |
| 7D | +14.4% | -20.5% | +34.9% | +12.5% |
| 30D | +8.6% | -20.4% | +29.0% | +7.0% |
| 3M | -9.2% | -16.4% | +7.2% | -10.1% |
| 6M | -29.5% | +49.2% | -78.7% | -23.8% |
| YTD | -20.2% | +147.2% | -167.4% | -0.2% |
| 1Y | -16.5% | +124.7% | -141.2% | +0.5% |
| All | -16.5% | +120.5% | -137.0% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling