+345.1%
PSX vs PENG
+597.2%
-252.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +12.4% | -12.9% | -2.3% |
| 7D | -13.1% | -19.4% | +6.3% | -11.0% |
| 30D | -9.5% | -42.4% | +32.9% | -3.5% |
| 3M | +20.2% | -25.6% | +45.8% | +22.5% |
| 6M | +44.9% | +7.3% | +37.6% | +34.6% |
| YTD | +94.4% | +113.9% | -19.4% | +58.6% |
| 1Y | +83.1% | +93.6% | -10.5% | +51.5% |
| 3Y | +132.2% | +170.2% | -38.1% | +71.2% |
| 5Y | +278.8% | +44.2% | +234.7% | +192.7% |
| All | +345.1% | +597.2% | -252.1% | +182.8% |
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