+56.2%
PR vs PENG
+520.3%
-464.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -23.0% | +18.2% | -0.6% |
| 7D | -16.5% | -36.7% | +20.1% | -10.0% |
| 30D | -4.5% | -42.0% | +37.5% | +3.8% |
| 3M | +8.5% | -33.2% | +41.7% | +13.6% |
| 6M | -3.3% | +2.1% | -5.4% | -11.9% |
| YTD | +55.7% | +90.3% | -34.6% | +21.1% |
| 1Y | +82.0% | +67.7% | +14.4% | +45.1% |
| 3Y | +62.5% | +154.2% | -91.8% | +9.7% |
| 5Y | +223.9% | +28.3% | +195.6% | +136.6% |
| All | +56.2% | +520.3% | -464.1% | -4.9% |
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