+96.9%
PSX vs PENG
+120.5%
-23.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -9.1% | +4.6% | -4.5% |
| 7D | -5.2% | -20.5% | +15.3% | -5.1% |
| 30D | -3.7% | -20.4% | +16.6% | -3.7% |
| 3M | +26.8% | -16.4% | +43.2% | +26.5% |
| 6M | +47.3% | +49.2% | -1.9% | +48.5% |
| YTD | +105.4% | +147.2% | -41.8% | +108.0% |
| 1Y | +96.9% | +124.7% | -27.8% | +100.3% |
| All | +96.9% | +120.5% | -23.6% | +100.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling