-15.9%
PNR vs PENG
+115.2%
-131.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.1% | -0.7% |
| 7D | -2.4% | +4.5% | -6.9% | -3.1% |
| 30D | -12.8% | -7.1% | -5.7% | -12.0% |
| 3M | -17.0% | -27.3% | +10.3% | -15.0% |
| 6M | -37.4% | +169.6% | -207.0% | -51.7% |
| YTD | -41.6% | +164.6% | -206.2% | -54.9% |
| 1Y | -44.6% | +109.5% | -154.1% | -55.6% |
| 3Y | -12.1% | +98.9% | -111.1% | -34.6% |
| All | -15.9% | +115.2% | -131.1% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling