+30.9%
PM vs PENG
+136.5%
-105.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | +0.2% |
| 7D | -2.4% | +34.6% | -37.0% | -1.0% |
| 30D | -1.3% | -35.9% | +34.6% | -3.4% |
| 3M | +6.5% | -14.7% | +21.2% | +6.4% |
| 6M | +7.0% | +13.5% | -6.5% | +7.4% |
| YTD | +25.8% | +156.1% | -130.3% | +26.0% |
| 1Y | +30.9% | +141.3% | -110.4% | +30.3% |
| All | +30.9% | +136.5% | -105.7% | +30.3% |
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 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