+9.5%
S vs PENG
+118.5%
-109.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.4% | -6.0% | -0.2% |
| 7D | -7.7% | +4.5% | -12.3% | -8.1% |
| 30D | -5.3% | -7.1% | +1.8% | -4.8% |
| 3M | +20.3% | -27.3% | +47.5% | +22.4% |
| 6M | +47.4% | +169.6% | -122.2% | +19.8% |
| YTD | +32.5% | +164.6% | -132.1% | +7.1% |
| 1Y | +9.5% | +109.5% | -99.9% | -13.4% |
| All | +9.5% | +118.5% | -109.0% | -13.4% |
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