+69.9%
PR vs PENG
+762.7%
-692.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.4% | -8.0% | -2.8% |
| 7D | +2.9% | +4.5% | -1.6% | +1.9% |
| 30D | +18.0% | -7.1% | +25.1% | +19.0% |
| 3M | +16.9% | -27.3% | +44.1% | +19.6% |
| 6M | +28.2% | +169.6% | -141.4% | -3.6% |
| YTD | +69.3% | +164.6% | -95.3% | +26.9% |
| 1Y | +69.5% | +109.5% | -40.0% | +32.2% |
| 3Y | +81.7% | +98.9% | -17.2% | +29.5% |
| 5Y | +422.2% | +116.3% | +306.0% | +247.8% |
| All | +69.9% | +762.7% | -692.8% | -0.4% |
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