+31.6%
Q vs PENG
+101.4%
-69.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +9.3% | -2.3% | +3.8% |
| 7D | +8.4% | -3.8% | +12.2% | +8.4% |
| 30D | -1.2% | -40.1% | +38.9% | +14.3% |
| 3M | -9.3% | -21.8% | +12.5% | -5.4% |
| 6M | -15.0% | +3.3% | -18.3% | -23.1% |
| YTD | +53.5% | +133.6% | -80.2% | -6.4% |
| 1Y | +35.9% | +110.7% | -74.8% | -14.7% |
| All | +31.6% | +101.4% | -69.8% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling