+86.2%
PSX vs PENG
+103.2%
-17.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.9% |
| 7D | -7.8% | -16.1% | +8.3% | -7.7% |
| 30D | -9.9% | -41.5% | +31.6% | -9.6% |
| 3M | +16.9% | -19.1% | +36.0% | +16.8% |
| 6M | +48.0% | +0.9% | +47.0% | +48.7% |
| YTD | +98.3% | +128.2% | -29.9% | +100.4% |
| 1Y | +86.2% | +98.6% | -12.4% | +88.9% |
| All | +86.2% | +103.2% | -17.0% | +88.9% |
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