+129.9%
PSA vs PENG
+520.3%
-390.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -23.0% | +22.4% | +0.4% |
| 7D | +7.4% | -36.7% | +44.1% | +9.4% |
| 30D | +19.1% | -42.0% | +61.2% | +21.6% |
| 3M | +5.1% | -33.2% | +38.3% | +6.3% |
| 6M | +16.2% | +2.1% | +14.1% | +12.6% |
| YTD | +35.2% | +90.3% | -55.1% | +25.2% |
| 1Y | +27.1% | +67.7% | -40.5% | +18.6% |
| 3Y | +51.7% | +154.2% | -102.5% | +34.7% |
| 5Y | +31.8% | +28.3% | +3.5% | +19.0% |
| All | +129.9% | +520.3% | -390.4% | +86.8% |
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