-45.9%
RUN vs PENG
+118.5%
-164.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.9% | -1.9% |
| 7D | +1.3% | +4.5% | -3.3% | +0.2% |
| 30D | -15.3% | -7.1% | -8.1% | -14.1% |
| 3M | -40.0% | -27.3% | -12.8% | -37.2% |
| 6M | -27.0% | +169.6% | -196.5% | -48.5% |
| YTD | -51.7% | +164.6% | -216.3% | -66.1% |
| 1Y | -45.9% | +109.5% | -155.4% | -63.1% |
| All | -45.9% | +118.5% | -164.4% | -63.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling