-18.4%
PLTD vs PENG
+88.9%
-107.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +12.4% | -15.6% | -1.8% |
| 7D | +13.7% | -19.4% | +33.2% | +12.2% |
| 30D | +18.4% | -42.4% | +60.8% | +14.4% |
| 3M | -7.5% | -25.6% | +18.2% | -9.0% |
| 6M | -31.3% | +7.3% | -38.6% | -28.5% |
| YTD | -15.4% | +113.9% | -129.2% | +3.7% |
| 1Y | -18.4% | +93.6% | -112.0% | -4.1% |
| All | -18.4% | +88.9% | -107.4% | -4.1% |
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