+368.6%
PSX vs PENG
+720.8%
-352.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +10.3% | -7.1% | +1.7% |
| 7D | -0.4% | +1.9% | -2.2% | -1.1% |
| 30D | -8.1% | -37.8% | +29.7% | -3.0% |
| 3M | +15.9% | -14.1% | +30.0% | +15.8% |
| 6M | +49.4% | +13.1% | +36.3% | +38.2% |
| YTD | +104.7% | +151.8% | -47.1% | +63.0% |
| 1Y | +89.1% | +136.0% | -46.9% | +52.0% |
| 3Y | +151.7% | +217.9% | -66.2% | +81.3% |
| 5Y | +298.3% | +64.1% | +234.2% | +202.6% |
| All | +368.6% | +720.8% | -352.3% | +190.7% |
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