+117.2%
PLTU vs PENG
+141.4%
-24.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +10.3% | -6.1% | -0.1% |
| 7D | -0.9% | +1.9% | -2.8% | -1.5% |
| 30D | -34.7% | -37.8% | +3.1% | -22.0% |
| 3M | -10.8% | -14.1% | +3.3% | -7.6% |
| 6M | +24.1% | +13.1% | +10.9% | -8.1% |
| YTD | -36.8% | +151.8% | -188.6% | -78.4% |
| 1Y | -47.0% | +136.0% | -183.0% | -80.5% |
| All | +117.2% | +141.4% | -24.2% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling