+156.9%
PNC vs PENG
+597.2%
-440.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +12.4% | -13.0% | -2.4% |
| 7D | -1.1% | -19.4% | +18.4% | +1.2% |
| 30D | +4.5% | -42.4% | +46.9% | +11.7% |
| 3M | -10.0% | -25.6% | +15.6% | -8.2% |
| 6M | +3.1% | +7.3% | -4.2% | -4.9% |
| YTD | +11.5% | +113.9% | -102.3% | -10.0% |
| 1Y | +27.3% | +93.6% | -66.3% | +4.3% |
| 3Y | +106.4% | +170.2% | -63.9% | +51.0% |
| 5Y | +31.1% | +44.2% | -13.1% | +0.8% |
| All | +156.9% | +597.2% | -440.3% | +66.6% |
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