+177.4%
PNC vs PENG
+762.7%
-585.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.4% | -6.3% | -0.8% |
| 7D | +1.4% | +4.5% | -3.1% | +0.7% |
| 30D | -3.8% | -7.1% | +3.3% | -3.0% |
| 3M | +9.0% | -27.3% | +36.3% | +11.2% |
| 6M | +16.6% | +169.6% | -152.9% | -6.5% |
| YTD | +20.4% | +164.6% | -144.2% | -3.7% |
| 1Y | +22.3% | +109.5% | -87.1% | +1.1% |
| 3Y | +124.5% | +98.9% | +25.6% | +73.7% |
| 5Y | +54.1% | +116.3% | -62.2% | +12.7% |
| All | +177.4% | +762.7% | -585.3% | +78.1% |
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