+76.2%
PLTU vs PENG
+82.5%
-6.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -23.0% | +3.4% | -10.1% |
| 7D | -39.1% | -36.7% | -2.4% | -26.7% |
| 30D | -37.6% | -42.0% | +4.4% | -22.6% |
| 3M | -12.7% | -33.2% | +20.5% | +0.5% |
| 6M | +1.7% | +2.1% | -0.4% | -26.1% |
| YTD | -48.8% | +90.3% | -139.0% | -80.3% |
| 1Y | -56.2% | +67.7% | -123.8% | -80.5% |
| All | +76.2% | +82.5% | -6.3% | -39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling