+17.1%
PNR vs PENG
+209.7%
-192.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +0.8% |
| 7D | +0.3% | +13.2% | -13.0% | -1.1% |
| 30D | +31.7% | -29.9% | +61.6% | +35.7% |
| 3M | +2.6% | -22.2% | +24.9% | +3.6% |
| 6M | -6.4% | -1.9% | -4.5% | -11.6% |
| YTD | -33.4% | +142.1% | -175.6% | -47.7% |
| 1Y | -35.1% | +151.5% | -186.6% | -49.4% |
| 3Y | +17.1% | +206.9% | -189.8% | -23.6% |
| All | +17.1% | +209.7% | -192.7% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling