-86.1%
PSKY vs PENG
+851.7%
-937.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -7.7% | +2.9% | -4.7% |
| 7D | -24.6% | -25.1% | +0.6% | -24.1% |
| 30D | -36.1% | +22.6% | -58.7% | -36.3% |
| 3M | -53.4% | +157.2% | -210.6% | -55.8% |
| 6M | -53.4% | +157.2% | -210.6% | -55.8% |
| YTD | -53.4% | +157.2% | -210.6% | -55.8% |
| 1Y | -58.4% | +153.9% | -212.2% | -60.5% |
| 3Y | -40.7% | +293.5% | -334.2% | -51.3% |
| 5Y | -80.0% | +113.3% | -193.4% | -82.7% |
| All | -86.1% | +851.7% | -937.8% | -89.4% |
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