+82.0%
PR vs PENG
+73.0%
+9.1%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -23.0% | +18.2% | -4.7% |
| 7D | -16.5% | -36.7% | +20.1% | -16.6% |
| 30D | -4.5% | -42.0% | +37.5% | -4.6% |
| 3M | +8.5% | -33.2% | +41.7% | +8.8% |
| 6M | -3.3% | +2.1% | -5.4% | +0.1% |
| YTD | +55.7% | +90.3% | -34.6% | +59.0% |
| 1Y | +82.0% | +67.7% | +14.4% | +86.6% |
| All | +82.0% | +73.0% | +9.1% | +86.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling