+259.9%
PODD vs PENG
+689.3%
-429.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.5% | +7.6% | +2.7% |
| 7D | +4.1% | +13.2% | -9.1% | +2.7% |
| 30D | +13.9% | -29.9% | +43.8% | +16.8% |
| 3M | +4.1% | -22.2% | +26.4% | +5.0% |
| 6M | +2.4% | -1.9% | +4.3% | -2.7% |
| YTD | -46.4% | +142.1% | -188.5% | -55.7% |
| 1Y | -54.2% | +151.5% | -205.7% | -62.4% |
| 3Y | -6.9% | +206.9% | -213.8% | -29.5% |
| 5Y | -51.6% | +58.2% | -109.8% | -61.6% |
| All | +259.9% | +689.3% | -429.5% | +171.8% |
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