-48.8%
S vs PENG
+74.9%
-123.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +12.4% | -10.8% | -1.8% |
| 7D | -13.4% | -19.4% | +6.0% | -9.0% |
| 30D | -14.0% | -42.4% | +28.4% | -1.6% |
| 3M | +4.9% | -25.6% | +30.5% | +9.7% |
| 6M | +42.0% | +7.3% | +34.7% | +20.6% |
| YTD | +45.1% | +113.9% | -68.7% | -6.8% |
| 1Y | +33.1% | +93.6% | -60.5% | -11.7% |
| 3Y | +40.6% | +170.2% | -129.6% | -28.7% |
| 5Y | -67.5% | +44.2% | -111.7% | -80.6% |
| All | -48.8% | +74.9% | -123.7% | -71.8% |
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