+184.6%
RF vs PENG
+520.3%
-335.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -23.0% | +20.9% | +1.9% |
| 7D | -1.6% | -36.7% | +35.1% | +5.5% |
| 30D | +5.0% | -42.0% | +47.1% | +13.4% |
| 3M | -10.0% | -33.2% | +23.2% | -6.1% |
| 6M | +3.3% | +2.1% | +1.2% | -5.7% |
| YTD | +7.9% | +90.3% | -82.3% | -15.0% |
| 1Y | +21.2% | +67.7% | -46.4% | -2.2% |
| 3Y | +105.8% | +154.2% | -48.4% | +42.0% |
| 5Y | +43.7% | +28.3% | +15.4% | +7.2% |
| All | +184.6% | +520.3% | -335.8% | +72.9% |
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