-77.7%
PLTD vs PENG
+146.4%
-224.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.8% |
| 7D | -9.8% | +34.6% | -44.4% | -3.5% |
| 30D | +18.9% | -35.9% | +54.9% | +12.3% |
| 3M | -4.2% | -14.7% | +10.5% | -3.9% |
| 6M | -34.8% | +13.5% | -48.4% | -24.6% |
| YTD | -21.1% | +156.1% | -177.3% | +29.0% |
| 1Y | -19.3% | +141.3% | -160.6% | +29.2% |
| All | -77.7% | +146.4% | -224.2% | -55.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling