+64.2%
PR vs PENG
+705.8%
-641.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -9.1% | +2.6% | -4.9% |
| 7D | -12.1% | -20.5% | +8.4% | -8.7% |
| 30D | +0.9% | -20.4% | +21.3% | +3.9% |
| 3M | +10.1% | -16.4% | +26.5% | +11.2% |
| 6M | +1.1% | +49.2% | -48.1% | -14.2% |
| YTD | +63.7% | +147.2% | -83.5% | +21.9% |
| 1Y | +87.0% | +124.7% | -37.6% | +41.7% |
| 3Y | +70.7% | +230.3% | -159.5% | +10.4% |
| 5Y | +246.8% | +71.4% | +175.4% | +140.8% |
| All | +64.2% | +705.8% | -641.6% | -4.3% |
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