+28.3%
Q vs PENG
+103.2%
-74.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.2% | -0.4% |
| 7D | +4.0% | -16.1% | +20.1% | +9.0% |
| 30D | -2.3% | -41.5% | +39.1% | +13.9% |
| 3M | -7.9% | -19.1% | +11.2% | -5.0% |
| 6M | -16.0% | +0.9% | -16.9% | -23.6% |
| YTD | +51.7% | +128.2% | -76.5% | -7.9% |
| 1Y | +28.3% | +98.6% | -70.3% | -16.1% |
| All | +28.3% | +103.2% | -74.9% | -16.1% |
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