-46.4%
PNR vs PENG
+106.3%
-152.7%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.8% | -2.6% |
| 7D | -3.0% | +7.8% | -10.8% | -3.6% |
| 30D | -14.9% | -12.2% | -2.7% | -14.2% |
| 3M | -19.0% | -20.6% | +1.6% | -18.3% |
| 6M | -35.9% | +180.9% | -216.9% | -49.9% |
| YTD | -43.1% | +162.3% | -205.4% | -54.9% |
| 1Y | -46.4% | +107.3% | -153.7% | -57.7% |
| All | -46.4% | +106.3% | -152.7% | -57.7% |
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