+302.5%
PSX vs PENG
+56.5%
+246.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.2% | +1.3% |
| 7D | +7.8% | +13.2% | -5.4% | +6.5% |
| 30D | -10.9% | -29.9% | +19.0% | -8.6% |
| 3M | +14.5% | -22.2% | +36.7% | +15.5% |
| 6M | +56.1% | -1.9% | +58.0% | +50.2% |
| YTD | +109.6% | +142.1% | -32.5% | +78.7% |
| 1Y | +95.5% | +151.5% | -56.0% | +65.7% |
| 3Y | +156.2% | +206.9% | -50.7% | +101.8% |
| All | +302.5% | +56.5% | +246.0% | +209.9% |
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 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