+37.4%
PPG vs PENG
+735.0%
-697.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.3% |
| 7D | -0.2% | +34.6% | -34.8% | -4.4% |
| 30D | +17.7% | -35.9% | +53.7% | +23.4% |
| 3M | +7.4% | -14.7% | +22.1% | +7.2% |
| 6M | +16.4% | +13.5% | +2.9% | +7.2% |
| YTD | +22.4% | +156.1% | -133.8% | -2.7% |
| 1Y | +28.6% | +141.3% | -112.7% | +3.0% |
| 3Y | +2.0% | +223.4% | -221.5% | -26.0% |
| 5Y | -15.6% | +67.4% | -83.0% | -35.7% |
| All | +37.4% | +735.0% | -697.6% | -13.2% |
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