+2.8%
PPG vs PENG
+184.4%
-181.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +12.4% | -13.1% | -1.7% |
| 7D | +2.4% | -19.4% | +21.8% | +3.7% |
| 30D | +16.5% | -42.4% | +58.9% | +21.1% |
| 3M | +5.1% | -25.6% | +30.8% | +6.1% |
| 6M | +11.1% | +7.3% | +3.8% | +2.9% |
| YTD | +21.7% | +113.9% | -92.2% | +0.7% |
| 1Y | +32.0% | +93.6% | -61.6% | +10.6% |
| 3Y | +2.8% | +170.2% | -167.5% | -23.6% |
| All | +2.8% | +184.4% | -181.6% | -23.6% |
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