+101.8%
PSA vs PENG
+762.7%
-660.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.7% | -1.6% |
| 7D | -3.7% | +4.5% | -8.2% | -3.9% |
| 30D | -7.7% | -7.1% | -0.6% | -7.5% |
| 3M | -0.6% | -27.3% | +26.7% | +0.1% |
| 6M | -0.9% | +169.6% | -170.5% | -8.9% |
| YTD | +18.7% | +164.6% | -146.0% | +9.0% |
| 1Y | +7.6% | +109.5% | -101.8% | 0.0% |
| 3Y | +23.7% | +98.9% | -75.3% | +11.9% |
| 5Y | +13.7% | +116.3% | -102.6% | +0.6% |
| All | +101.8% | +762.7% | -660.8% | +62.6% |
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