+70.3%
PWR vs PENG
+106.3%
-36.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.5% |
| 7D | +4.5% | +7.8% | -3.3% | +2.8% |
| 30D | -4.9% | -12.2% | +7.3% | -2.4% |
| 3M | -7.9% | -20.6% | +12.7% | -6.0% |
| 6M | +18.3% | +180.9% | -162.6% | -4.3% |
| YTD | +51.5% | +162.3% | -110.8% | +22.6% |
| 1Y | +70.3% | +107.3% | -37.0% | +33.4% |
| All | +70.3% | +106.3% | -36.0% | +33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling