+236.1%
PWR vs PENG
+191.8%
+44.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.8% |
| 7D | -11.2% | -16.1% | +4.8% | -7.3% |
| 30D | -17.4% | -41.5% | +24.1% | -6.7% |
| 3M | -11.7% | -19.1% | +7.4% | -8.5% |
| 6M | -21.7% | +0.9% | -22.6% | -25.4% |
| YTD | +38.3% | +128.2% | -89.9% | +6.7% |
| 1Y | +29.6% | +98.6% | -69.0% | +3.3% |
| 3Y | +236.1% | +188.2% | +48.0% | +123.4% |
| All | +236.1% | +191.8% | +44.4% | +123.4% |
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 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