+36.3%
S vs PENG
+103.2%
-66.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.1% |
| 7D | +1.4% | -16.1% | +17.5% | +2.8% |
| 30D | -10.8% | -41.5% | +30.7% | -7.3% |
| 3M | +5.4% | -19.1% | +24.5% | +7.1% |
| 6M | +41.2% | +0.9% | +40.3% | +33.4% |
| YTD | +56.2% | +128.2% | -72.0% | +21.7% |
| 1Y | +36.3% | +98.6% | -62.3% | +10.2% |
| All | +36.3% | +103.2% | -66.9% | +10.2% |
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