+122.5%
POET vs PENG
+108.8%
+13.7%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +6.4% | +1.6% | +5.2% |
| 7D | +5.6% | +4.5% | +1.1% | +3.6% |
| 30D | -2.1% | -7.1% | +5.0% | +1.4% |
| 3M | -48.8% | -27.3% | -21.6% | -41.9% |
| 6M | +15.8% | +169.6% | -153.8% | -15.6% |
| YTD | +25.1% | +164.6% | -139.5% | -9.2% |
| 1Y | +50.6% | +109.5% | -58.9% | +13.9% |
| All | +122.5% | +108.8% | +13.7% | +62.1% |
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