+190.8%
RF vs PENG
+705.8%
-515.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.1% | +10.6% | +3.1% |
| 7D | +2.3% | -20.5% | +22.7% | +5.9% |
| 30D | +7.2% | -20.4% | +27.6% | +10.0% |
| 3M | -8.2% | -16.4% | +8.2% | -7.4% |
| 6M | +7.0% | +49.2% | -42.2% | -8.6% |
| YTD | +10.3% | +147.2% | -136.9% | -16.5% |
| 1Y | +25.1% | +124.7% | -99.6% | -3.7% |
| 3Y | +110.3% | +230.3% | -120.0% | +39.4% |
| 5Y | +47.1% | +71.4% | -24.3% | +4.8% |
| All | +190.8% | +705.8% | -515.1% | +69.7% |
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