+1,828.8%
PWR vs PENG
+661.7%
+1,167.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +9.3% | +0.1% | +7.5% |
| 7D | -4.8% | -3.8% | -1.0% | -4.0% |
| 30D | -16.2% | -40.1% | +23.9% | -7.9% |
| 3M | -11.9% | -21.8% | +9.8% | -8.7% |
| 6M | -20.6% | +3.3% | -23.9% | -23.7% |
| YTD | +40.3% | +133.6% | -93.4% | +14.3% |
| 1Y | +33.0% | +110.7% | -77.7% | +10.3% |
| 3Y | +250.0% | +204.3% | +45.7% | +161.6% |
| 5Y | +404.2% | +54.4% | +349.8% | +299.8% |
| All | +1,828.8% | +661.7% | +1,167.1% | +1,218.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling