-34.5%
PNR vs PENG
+108.0%
-142.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.3% | -6.2% | +2.6% |
| 7D | -0.5% | -3.8% | +3.3% | -0.6% |
| 30D | +34.4% | -40.1% | +74.5% | +38.1% |
| 3M | +2.4% | -21.8% | +24.2% | +2.8% |
| 6M | -7.8% | +3.3% | -11.1% | -14.3% |
| YTD | -31.6% | +133.6% | -165.2% | -48.4% |
| All | -34.5% | +108.0% | -142.5% | -49.6% |
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 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