-44.0%
S vs PENG
+105.9%
-150.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.3% | -8.8% | -1.4% |
| 7D | +1.2% | +1.9% | -0.6% | -0.1% |
| 30D | -7.3% | -37.8% | +30.5% | +3.8% |
| 3M | +5.9% | -14.1% | +20.0% | +6.4% |
| 6M | +45.6% | +13.1% | +32.5% | +23.0% |
| YTD | +58.5% | +151.8% | -93.3% | -2.8% |
| 1Y | +37.6% | +136.0% | -98.4% | -13.8% |
| 3Y | +51.7% | +217.9% | -166.3% | -26.6% |
| 5Y | -67.5% | +64.1% | -131.6% | -81.3% |
| All | -44.0% | +105.9% | -150.0% | -70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling