+78.6%
PR vs PENG
+228.7%
-150.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -9.1% | +2.6% | -5.8% |
| 7D | -12.1% | -20.5% | +8.4% | -10.5% |
| 30D | +0.9% | -20.4% | +21.3% | +2.3% |
| 3M | +10.1% | -16.4% | +26.5% | +10.7% |
| 6M | +1.1% | +49.2% | -48.1% | -9.1% |
| YTD | +63.7% | +147.2% | -83.5% | +33.4% |
| 1Y | +87.0% | +124.7% | -37.6% | +54.6% |
| All | +78.6% | +228.7% | -150.1% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling