-2.4%
PNR vs PENG
+42.1%
-44.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +12.4% | -14.8% | -4.2% |
| 7D | +2.8% | -19.4% | +22.3% | +5.2% |
| 30D | +31.2% | -42.4% | +73.6% | +40.4% |
| 3M | -2.1% | -25.6% | +23.6% | -0.3% |
| 6M | -14.0% | +7.3% | -21.2% | -22.0% |
| YTD | -33.6% | +113.9% | -147.5% | -48.6% |
| 1Y | -35.2% | +93.6% | -128.7% | -48.9% |
| 3Y | +15.8% | +170.2% | -154.4% | -21.2% |
| All | -2.4% | +42.1% | -44.5% | -32.5% |
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