+248.1%
PODD vs PENG
+762.7%
-514.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.4% | -8.5% | -2.7% |
| 7D | +1.6% | +4.5% | -2.9% | +1.1% |
| 30D | +10.7% | -7.1% | +17.8% | +11.2% |
| 3M | +0.7% | -27.3% | +28.0% | +1.7% |
| 6M | -39.3% | +169.6% | -208.9% | -49.5% |
| YTD | -48.1% | +164.6% | -212.7% | -56.9% |
| 1Y | -57.4% | +109.5% | -166.9% | -63.7% |
| 3Y | -23.3% | +98.9% | -122.2% | -38.4% |
| 5Y | -51.3% | +116.3% | -167.5% | -62.3% |
| All | +248.1% | +762.7% | -514.6% | +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