+287.7%
PSX vs PENG
+50.3%
+237.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.7% |
| 7D | -7.8% | -16.1% | +8.3% | -6.6% |
| 30D | -9.9% | -41.5% | +31.6% | -6.2% |
| 3M | +16.9% | -19.1% | +36.0% | +17.5% |
| 6M | +48.0% | +0.9% | +47.0% | +41.7% |
| YTD | +98.3% | +128.2% | -29.9% | +70.2% |
| 1Y | +86.2% | +98.6% | -12.4% | +62.4% |
| 3Y | +144.0% | +188.2% | -44.2% | +93.6% |
| 5Y | +287.7% | +55.5% | +232.2% | +202.0% |
| All | +287.7% | +50.3% | +237.4% | +202.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling