-18.0%
POET vs PENG
+120.5%
-138.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.1% | +5.0% | +1.9% |
| 7D | -16.4% | -20.5% | +4.0% | -3.2% |
| 30D | -37.5% | -20.4% | -17.2% | -30.4% |
| 3M | -43.1% | -16.4% | -26.6% | -39.4% |
| 6M | -31.4% | +49.2% | -80.6% | -61.8% |
| YTD | -22.9% | +147.2% | -170.1% | -71.1% |
| 1Y | -18.0% | +124.7% | -142.7% | -66.2% |
| All | -18.0% | +120.5% | -138.5% | -66.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling