+55.9%
POET vs PENG
+107.3%
-51.4%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.8% | +5.5% |
| 7D | +17.0% | +7.8% | +9.2% | +11.5% |
| 30D | -6.7% | -12.2% | +5.5% | +1.4% |
| 3M | -32.3% | -20.6% | -11.7% | -25.2% |
| 6M | +32.3% | +180.9% | -148.6% | -26.9% |
| YTD | +31.3% | +162.3% | -131.0% | -27.9% |
| All | +55.9% | +107.3% | -51.4% | -20.3% |
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 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