+183.6%
RF vs PENG
+597.2%
-413.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.4% | -12.7% | -2.5% |
| 7D | -0.9% | -19.4% | +18.5% | +1.8% |
| 30D | +6.0% | -42.4% | +48.4% | +14.7% |
| 3M | -8.9% | -25.6% | +16.8% | -6.8% |
| 6M | +2.3% | +7.3% | -4.9% | -7.3% |
| YTD | +7.6% | +113.9% | -106.3% | -17.1% |
| 1Y | +21.2% | +93.6% | -72.4% | -4.9% |
| 3Y | +108.5% | +170.2% | -61.7% | +42.6% |
| 5Y | +43.2% | +44.2% | -1.0% | +4.6% |
| All | +183.6% | +597.2% | -413.6% | +68.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling