+124.6%
PSA vs PENG
+689.3%
-564.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.2% | 0.0% |
| 7D | -1.4% | +13.2% | -14.7% | -2.1% |
| 30D | +15.2% | -29.9% | +45.1% | +16.6% |
| 3M | +2.2% | -22.2% | +24.4% | +2.6% |
| 6M | +11.7% | -1.9% | +13.5% | +9.0% |
| YTD | +32.0% | +142.1% | -110.1% | +20.8% |
| 1Y | +26.3% | +151.5% | -125.2% | +15.2% |
| 3Y | +52.4% | +206.9% | -154.6% | +34.1% |
| 5Y | +26.3% | +58.2% | -32.0% | +12.8% |
| All | +124.6% | +689.3% | -564.8% | +80.2% |
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