+18.0%
Q vs PENG
+120.5%
-102.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.1% | +9.0% | +2.9% |
| 7D | -3.3% | -20.5% | +17.2% | +3.8% |
| 30D | -9.7% | -20.4% | +10.7% | -4.7% |
| 3M | -16.1% | -16.4% | +0.3% | -13.6% |
| 6M | -15.7% | +49.2% | -64.9% | -34.5% |
| YTD | +45.7% | +147.2% | -101.4% | -14.4% |
| 1Y | +18.0% | +124.7% | -106.7% | -26.7% |
| All | +18.0% | +120.5% | -102.5% | -26.7% |
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