+36.5%
PPL vs PENG
+705.8%
-669.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.1% | +9.1% | +0.4% |
| 7D | +1.8% | -20.5% | +22.3% | +2.7% |
| 30D | +8.4% | -20.4% | +28.8% | +9.2% |
| 3M | +2.4% | -16.4% | +18.8% | +2.7% |
| 6M | -4.0% | +49.2% | -53.2% | -7.9% |
| YTD | +4.5% | +147.2% | -142.7% | -3.1% |
| 1Y | +1.7% | +124.7% | -122.9% | -5.2% |
| 3Y | +55.5% | +230.3% | -174.8% | +37.5% |
| 5Y | +47.0% | +71.4% | -24.4% | +32.2% |
| All | +36.5% | +705.8% | -669.3% | +10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling