-1.7%
RUN vs PENG
+222.1%
-223.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.3% | -6.2% | +1.8% |
| 7D | +3.2% | +1.9% | +1.3% | +1.1% |
| 30D | +19.5% | -37.8% | +57.3% | +31.4% |
| 3M | -9.6% | -14.1% | +4.5% | -10.0% |
| 6M | -37.3% | +13.1% | -50.4% | -45.2% |
| YTD | -50.7% | +151.8% | -202.5% | -67.4% |
| 1Y | -54.1% | +136.0% | -190.1% | -69.0% |
| All | -1.7% | +222.1% | -223.8% | -61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling