+53.5%
PSA vs PENG
+184.4%
-130.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +12.4% | -13.3% | -1.1% |
| 7D | +3.9% | -19.4% | +23.4% | +4.1% |
| 30D | +19.7% | -42.4% | +62.1% | +20.7% |
| 3M | +4.3% | -25.6% | +29.9% | +4.3% |
| 6M | +11.4% | +7.3% | +4.1% | +7.3% |
| YTD | +33.9% | +113.9% | -79.9% | +22.7% |
| 1Y | +28.3% | +93.6% | -65.3% | +18.0% |
| 3Y | +53.5% | +170.2% | -116.7% | +24.2% |
| All | +53.5% | +184.4% | -130.9% | +24.2% |
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 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