+422.1%
PWR vs PENG
+66.2%
+355.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.7% |
| 7D | +19.1% | +34.6% | -15.5% | +10.6% |
| 30D | -12.0% | -35.9% | +23.9% | -3.3% |
| 3M | -10.6% | -14.7% | +4.1% | -8.8% |
| 6M | -20.8% | +13.5% | -34.3% | -26.6% |
| YTD | +43.7% | +156.1% | -112.4% | +8.9% |
| 1Y | +35.0% | +141.3% | -106.3% | +3.6% |
| 3Y | +249.4% | +223.4% | +26.0% | +137.3% |
| 5Y | +422.1% | +67.4% | +354.7% | +290.0% |
| All | +422.1% | +66.2% | +355.9% | +290.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling