+36.8%
PPL vs PENG
+597.2%
-560.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +12.4% | -12.9% | -1.1% |
| 7D | +0.4% | -19.4% | +19.9% | +1.1% |
| 30D | +5.4% | -42.4% | +47.8% | +7.6% |
| 3M | +4.3% | -25.6% | +29.9% | +4.9% |
| 6M | -1.3% | +7.3% | -8.6% | -3.8% |
| YTD | +4.7% | +113.9% | -109.2% | -2.4% |
| 1Y | +1.3% | +93.6% | -92.3% | -5.2% |
| 3Y | +57.2% | +170.2% | -113.0% | +40.3% |
| 5Y | +48.2% | +44.2% | +4.0% | +34.1% |
| All | +36.8% | +597.2% | -560.3% | +10.8% |
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