+26.7%
Q vs PENG
+128.1%
-101.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.4% | -4.7% | -0.5% |
| 7D | +0.2% | +4.5% | -4.3% | -1.3% |
| 30D | -11.1% | -7.1% | -4.0% | -9.1% |
| 3M | -22.1% | -27.3% | +5.1% | -16.2% |
| 6M | +0.5% | +169.6% | -169.1% | -38.1% |
| YTD | +47.8% | +164.6% | -116.8% | -10.2% |
| All | +26.7% | +128.1% | -101.4% | -19.6% |
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 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