-53.3%
PODD vs PENG
+42.1%
-95.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +12.4% | -18.5% | -7.0% |
| 7D | -2.1% | -19.4% | +17.3% | -0.9% |
| 30D | +9.0% | -42.4% | +51.4% | +13.0% |
| 3M | +5.2% | -25.6% | +30.8% | +6.2% |
| 6M | -3.2% | +7.3% | -10.4% | -10.5% |
| YTD | -48.5% | +113.9% | -162.3% | -57.9% |
| 1Y | -54.7% | +93.6% | -148.3% | -62.5% |
| 3Y | -7.8% | +170.2% | -178.0% | -34.1% |
| All | -53.3% | +42.1% | -95.4% | -64.2% |
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