+347.5%
PSX vs PENG
+520.3%
-172.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -23.0% | +18.2% | -1.6% |
| 7D | -9.7% | -36.7% | +27.0% | -4.3% |
| 30D | -8.4% | -42.0% | +33.6% | -2.4% |
| 3M | +22.6% | -33.2% | +55.8% | +27.1% |
| 6M | +38.8% | +2.1% | +36.7% | +29.7% |
| YTD | +95.5% | +90.3% | +5.2% | +62.3% |
| 1Y | +87.1% | +67.7% | +19.5% | +58.4% |
| 3Y | +133.5% | +154.2% | -20.7% | +73.5% |
| 5Y | +280.9% | +28.3% | +252.6% | +199.5% |
| All | +347.5% | +520.3% | -172.9% | +189.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling