+362.1%
PSX vs PENG
+762.7%
-400.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.4% | -6.3% | -0.8% |
| 7D | +4.5% | +4.5% | 0.0% | +3.8% |
| 30D | +26.6% | -7.1% | +33.7% | +27.5% |
| 3M | +39.3% | -27.3% | +66.5% | +42.0% |
| 6M | +56.8% | +169.6% | -112.8% | +26.9% |
| YTD | +101.8% | +164.6% | -62.8% | +62.9% |
| 1Y | +99.6% | +109.5% | -9.9% | +66.3% |
| 3Y | +140.3% | +98.9% | +41.4% | +87.0% |
| 5Y | +339.3% | +116.3% | +223.1% | +221.4% |
| All | +362.1% | +762.7% | -400.6% | +190.4% |
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