+247.8%
POET vs PENG
+751.0%
-503.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.3% | -3.6% |
| 7D | +9.7% | +7.3% | +2.4% | +7.8% |
| 30D | -6.5% | -7.5% | +0.9% | -4.4% |
| 3M | -25.7% | -17.2% | -8.5% | -22.4% |
| 6M | +19.6% | +176.7% | -157.2% | -0.8% |
| YTD | +26.4% | +161.0% | -134.7% | +5.5% |
| 1Y | +50.1% | +108.8% | -58.7% | +29.4% |
| 3Y | +127.9% | +109.8% | +18.1% | +87.1% |
| 5Y | -5.9% | +111.7% | -117.6% | -25.8% |
| All | +247.8% | +751.0% | -503.2% | +134.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling