+152.5%
PSX vs PENG
+191.6%
-39.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.3% | -6.3% | +2.3% |
| 7D | -8.0% | -3.8% | -4.2% | -8.0% |
| 30D | -9.0% | -40.1% | +31.0% | -6.4% |
| 3M | +24.7% | -21.8% | +46.5% | +25.4% |
| 6M | +49.3% | +3.3% | +46.0% | +43.5% |
| YTD | +100.2% | +133.6% | -33.5% | +74.6% |
| 1Y | +88.8% | +110.7% | -21.9% | +66.6% |
| 3Y | +152.5% | +204.3% | -51.8% | +118.4% |
| All | +152.5% | +191.6% | -39.2% | +118.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling