+1,935.8%
PWR vs PENG
+762.7%
+1,173.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.4% | -5.7% | -0.5% |
| 7D | +3.6% | +4.5% | -0.9% | +2.7% |
| 30D | -8.6% | -7.1% | -1.5% | -7.5% |
| 3M | -13.2% | -27.3% | +14.1% | -9.8% |
| 6M | +9.9% | +169.6% | -159.7% | -11.6% |
| YTD | +48.0% | +164.6% | -116.6% | +18.8% |
| 1Y | +66.2% | +109.5% | -43.3% | +38.3% |
| 3Y | +195.1% | +98.9% | +96.2% | +132.2% |
| 5Y | +442.6% | +116.3% | +326.3% | +308.6% |
| All | +1,935.8% | +762.7% | +1,173.1% | +1,270.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling