-75.3%
PLTD vs PENG
+83.1%
-158.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -23.0% | +32.5% | +4.7% |
| 7D | +25.1% | -36.7% | +61.7% | +15.6% |
| 30D | +21.0% | -42.0% | +63.1% | +11.1% |
| 3M | -2.9% | -33.2% | +30.3% | -7.8% |
| 6M | -27.8% | +2.1% | -29.9% | -16.3% |
| YTD | -12.6% | +90.3% | -102.9% | +33.6% |
| 1Y | -9.8% | +67.7% | -77.5% | +30.5% |
| All | -75.3% | +83.1% | -158.4% | -54.3% |
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