-85.1%
RUN vs PENG
+56.5%
-141.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.5% | +6.8% | +2.9% |
| 7D | -13.5% | +13.2% | -26.7% | -17.0% |
| 30D | +18.3% | -29.9% | +48.2% | +27.4% |
| 3M | -12.5% | -22.2% | +9.8% | -10.6% |
| 6M | -40.3% | -1.9% | -38.4% | -47.4% |
| YTD | -53.1% | +142.1% | -195.2% | -71.8% |
| 1Y | -54.3% | +151.5% | -205.8% | -73.0% |
| 3Y | -6.5% | +206.9% | -213.4% | -56.1% |
| All | -85.1% | +56.5% | -141.6% | -92.3% |
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