-45.7%
PLTU vs PENG
+88.9%
-134.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +12.4% | -5.3% | +4.4% |
| 7D | -25.3% | -19.4% | -5.9% | -21.9% |
| 30D | -34.5% | -42.4% | +7.9% | -27.9% |
| 3M | -3.4% | -25.6% | +22.3% | +2.8% |
| 6M | +12.4% | +7.3% | +5.1% | +7.0% |
| YTD | -45.1% | +113.9% | -159.0% | -63.0% |
| 1Y | -45.7% | +93.6% | -139.2% | -58.8% |
| All | -45.7% | +88.9% | -134.6% | -58.8% |
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