-78.3%
PSKY vs PENG
+762.7%
-841.0%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.4% | -8.1% | -2.6% |
| 7D | -0.2% | +4.5% | -4.7% | -0.9% |
| 30D | +24.0% | -7.1% | +31.1% | +25.0% |
| 3M | +2.2% | -27.3% | +29.4% | +4.3% |
| 6M | -9.0% | +169.6% | -178.6% | -26.6% |
| YTD | -18.1% | +164.6% | -182.8% | -34.1% |
| 1Y | -25.1% | +109.5% | -134.6% | -37.7% |
| 3Y | -16.3% | +98.9% | -115.3% | -35.5% |
| 5Y | -70.4% | +116.3% | -186.6% | -78.3% |
| All | -78.3% | +762.7% | -841.0% | -85.6% |
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