+297.7%
POET vs PENG
+209.7%
+87.9%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.5% | +3.9% | +1.4% |
| 7D | +1.2% | +13.2% | -12.0% | -5.4% |
| 30D | -12.2% | -29.9% | +17.8% | +3.9% |
| 3M | -42.4% | -22.2% | -20.2% | -36.9% |
| 6M | -64.3% | -1.9% | -62.4% | -65.9% |
| YTD | -19.0% | +142.1% | -161.1% | -47.0% |
| 1Y | +9.1% | +151.5% | -142.4% | -29.1% |
| 3Y | +297.7% | +206.9% | +90.7% | +109.8% |
| All | +297.7% | +209.7% | +87.9% | +109.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling