+222.1%
PWR vs PENG
+184.4%
+37.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +12.4% | -6.1% | +3.0% |
| 7D | -12.9% | -19.4% | +6.6% | -8.2% |
| 30D | -22.8% | -42.4% | +19.5% | -12.4% |
| 3M | -19.0% | -25.6% | +6.6% | -14.3% |
| 6M | -31.1% | +7.3% | -38.4% | -35.3% |
| YTD | +28.2% | +113.9% | -85.6% | +0.5% |
| 1Y | +22.2% | +93.6% | -71.4% | -2.0% |
| 3Y | +222.1% | +170.2% | +51.9% | +116.6% |
| All | +222.1% | +184.4% | +37.8% | +116.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling