+25.7%
Q vs PENG
+88.9%
-63.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +12.4% | -6.1% | +2.2% |
| 7D | +0.3% | -19.4% | +19.7% | +6.2% |
| 30D | -9.8% | -42.4% | +32.6% | +5.7% |
| 3M | -12.2% | -25.6% | +13.4% | -6.9% |
| 6M | -21.6% | +7.3% | -28.9% | -31.0% |
| YTD | +43.6% | +113.9% | -70.3% | -11.6% |
| 1Y | +25.7% | +93.6% | -67.9% | -18.0% |
| All | +25.7% | +88.9% | -63.3% | -18.0% |
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 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