+252.3%
PODD vs PENG
+735.0%
-482.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.7% |
| 7D | -4.4% | +34.6% | -39.0% | -7.3% |
| 30D | +8.1% | -35.9% | +44.0% | +11.9% |
| 3M | +2.9% | -14.7% | +17.6% | +2.8% |
| 6M | -5.7% | +13.5% | -19.2% | -12.1% |
| YTD | -47.5% | +156.1% | -203.6% | -56.9% |
| 1Y | -55.7% | +141.3% | -197.0% | -63.4% |
| 3Y | -3.7% | +223.4% | -227.2% | -27.5% |
| 5Y | -52.6% | +67.4% | -120.0% | -62.6% |
| All | +252.3% | +735.0% | -482.7% | +164.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling