+1,801.6%
PWR vs PENG
+644.0%
+1,157.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.9% |
| 7D | -11.2% | -16.1% | +4.8% | -8.1% |
| 30D | -17.4% | -41.5% | +24.1% | -8.7% |
| 3M | -11.7% | -19.1% | +7.4% | -9.0% |
| 6M | -21.7% | +0.9% | -22.6% | -24.4% |
| YTD | +38.3% | +128.2% | -89.9% | +13.2% |
| 1Y | +29.6% | +98.6% | -69.0% | +8.7% |
| 3Y | +236.1% | +188.2% | +48.0% | +153.7% |
| 5Y | +406.3% | +55.5% | +350.8% | +301.5% |
| All | +1,801.6% | +644.0% | +1,157.6% | +1,206.2% |
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