-16.8%
PPG vs PENG
+115.2%
-132.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.4% | -4.8% | +0.7% |
| 7D | -1.5% | +4.5% | -6.0% | -2.1% |
| 30D | -5.0% | -7.1% | +2.2% | -4.2% |
| 3M | +1.1% | -27.3% | +28.4% | +3.0% |
| 6M | -3.2% | +169.6% | -172.8% | -23.2% |
| YTD | +11.9% | +164.6% | -152.8% | -11.4% |
| 1Y | +5.3% | +109.5% | -104.1% | -13.7% |
| 3Y | -15.0% | +98.9% | -113.9% | -35.2% |
| All | -16.8% | +115.2% | -132.0% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling