+245.8%
PODD vs PENG
+597.2%
-351.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +12.4% | -18.5% | -7.3% |
| 7D | -2.1% | -19.4% | +17.3% | -0.6% |
| 30D | +9.0% | -42.4% | +51.4% | +14.0% |
| 3M | +5.2% | -25.6% | +30.8% | +6.5% |
| 6M | -3.2% | +7.3% | -10.4% | -9.7% |
| YTD | -48.5% | +113.9% | -162.3% | -56.9% |
| 1Y | -54.7% | +93.6% | -148.3% | -61.7% |
| 3Y | -7.8% | +170.2% | -178.0% | -29.3% |
| 5Y | -52.4% | +44.2% | -96.6% | -62.0% |
| All | +245.8% | +597.2% | -351.4% | +164.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling