-78.4%
PSKY vs PENG
+755.0%
-833.4%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | +2.4% | +7.8% | -5.4% | +1.2% |
| 30D | +17.5% | -12.2% | +29.7% | +19.5% |
| 3M | +4.4% | -20.6% | +25.1% | +5.3% |
| 6M | -9.0% | +180.9% | -190.0% | -27.2% |
| YTD | -18.6% | +162.3% | -180.9% | -34.4% |
| 1Y | -27.7% | +107.3% | -135.0% | -39.8% |
| 3Y | -16.9% | +110.8% | -127.6% | -36.8% |
| 5Y | -70.3% | +117.8% | -188.1% | -78.3% |
| All | -78.4% | +755.0% | -833.4% | -85.7% |
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