+25.0%
Q vs PENG
+113.1%
-88.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.1% | +9.0% | +2.9% |
| 7D | -3.3% | -20.5% | +17.2% | +3.7% |
| 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% | -33.7% |
| YTD | +45.7% | +147.2% | -101.4% | -12.0% |
| 1Y | +18.0% | +124.7% | -106.7% | -26.8% |
| All | +25.0% | +113.1% | -88.1% | -21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling