-82.8%
RUN vs PENG
+42.1%
-125.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +12.4% | -11.3% | -2.6% |
| 7D | +33.4% | -19.4% | +52.9% | +38.6% |
| 30D | +31.1% | -42.4% | +73.5% | +50.3% |
| 3M | +6.4% | -25.6% | +32.0% | +10.2% |
| 6M | -22.2% | +7.3% | -29.5% | -34.4% |
| YTD | -45.8% | +113.9% | -159.6% | -66.1% |
| 1Y | -51.1% | +93.6% | -144.7% | -68.4% |
| 3Y | -3.0% | +170.2% | -173.2% | -52.7% |
| All | -82.8% | +42.1% | -125.0% | -90.6% |
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