+43.7%
RF vs PENG
+31.0%
+12.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -23.0% | +20.9% | +1.0% |
| 7D | -1.6% | -36.7% | +35.1% | +3.9% |
| 30D | +5.0% | -42.0% | +47.1% | +11.5% |
| 3M | -10.0% | -33.2% | +23.2% | -7.0% |
| 6M | +3.3% | +2.1% | +1.2% | -5.5% |
| YTD | +7.9% | +90.3% | -82.3% | -13.9% |
| 1Y | +21.2% | +67.7% | -46.4% | -1.1% |
| 3Y | +105.8% | +154.2% | -48.4% | +42.7% |
| 5Y | +43.7% | +28.3% | +15.4% | +7.5% |
| All | +43.7% | +31.0% | +12.7% | +7.5% |
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