-42.7%
PSKY vs PENG
+288.2%
-330.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -7.7% | +2.9% | -6.6% |
| 7D | -24.6% | -25.1% | +0.6% | -29.9% |
| 30D | -36.1% | +22.6% | -58.7% | -31.6% |
| 3M | -53.4% | +157.2% | -210.6% | -24.8% |
| 6M | -53.4% | +157.2% | -210.6% | -24.8% |
| YTD | -53.4% | +157.2% | -210.6% | -24.8% |
| 1Y | -58.4% | +153.9% | -212.2% | -32.7% |
| All | -42.7% | +288.2% | -330.9% | -13.9% |
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