+379.8%
PSX vs PENG
+689.3%
-309.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.2% | +1.5% |
| 7D | +7.8% | +13.2% | -5.4% | +5.8% |
| 30D | -10.9% | -29.9% | +19.0% | -7.4% |
| 3M | +14.5% | -22.2% | +36.7% | +16.0% |
| 6M | +56.1% | -1.9% | +58.0% | +47.8% |
| YTD | +109.6% | +142.1% | -32.5% | +67.8% |
| 1Y | +95.5% | +151.5% | -56.0% | +55.4% |
| 3Y | +156.2% | +206.9% | -50.7% | +85.4% |
| 5Y | +310.0% | +58.2% | +251.8% | +212.9% |
| All | +379.8% | +689.3% | -309.5% | +199.2% |
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