+56.8%
PSX vs PENG
+170.4%
-113.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.4% | -6.3% | +0.2% |
| 7D | +4.5% | +4.5% | 0.0% | +4.6% |
| 30D | +26.6% | -7.1% | +33.7% | +26.5% |
| 3M | +39.3% | -27.3% | +66.5% | +37.9% |
| 6M | +56.8% | +169.6% | -112.8% | +82.6% |
| All | +56.8% | +170.4% | -113.6% | +82.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling