+19.7%
PPG vs PENG
+751.0%
-731.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.9% | -2.3% |
| 7D | -3.7% | +7.3% | -11.0% | -4.7% |
| 30D | -7.2% | -7.5% | +0.3% | -6.4% |
| 3M | -7.3% | -17.2% | +9.9% | -7.2% |
| 6M | +0.3% | +176.7% | -176.5% | -19.1% |
| YTD | +6.5% | +161.0% | -154.5% | -13.5% |
| 1Y | +0.5% | +108.8% | -108.3% | -16.0% |
| 3Y | -15.3% | +109.8% | -125.1% | -34.2% |
| 5Y | -22.9% | +111.7% | -134.6% | -42.2% |
| All | +19.7% | +751.0% | -731.3% | -22.9% |
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