-52.6%
PODD vs PENG
+66.2%
-118.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.6% |
| 7D | -4.4% | +34.6% | -39.0% | -6.5% |
| 30D | +8.1% | -35.9% | +44.0% | +11.1% |
| 3M | +2.9% | -14.7% | +17.6% | +2.9% |
| 6M | -5.7% | +13.5% | -19.2% | -12.2% |
| YTD | -47.5% | +156.1% | -203.6% | -57.6% |
| 1Y | -55.7% | +141.3% | -197.0% | -64.0% |
| 3Y | -3.7% | +223.4% | -227.2% | -31.9% |
| 5Y | -52.6% | +67.4% | -120.0% | -63.5% |
| All | -52.6% | +66.2% | -118.8% | -63.5% |
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