+81.6%
PNR vs PENG
+661.7%
-580.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.3% | -6.2% | +1.7% |
| 7D | -0.5% | -3.8% | +3.3% | -0.8% |
| 30D | +34.4% | -40.1% | +74.5% | +42.9% |
| 3M | +2.4% | -21.8% | +24.2% | +3.6% |
| 6M | -7.8% | +3.3% | -11.1% | -13.9% |
| YTD | -31.6% | +133.6% | -165.2% | -45.2% |
| 1Y | -33.6% | +110.7% | -144.3% | -46.0% |
| 3Y | +19.9% | +204.3% | -184.3% | -12.5% |
| 5Y | +0.8% | +54.4% | -53.6% | -22.3% |
| All | +81.6% | +661.7% | -580.0% | +20.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling