+11.1%
S vs PENG
+101.4%
-90.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.4% | -6.0% | -0.8% |
| 7D | -7.7% | +4.5% | -12.3% | -8.5% |
| 30D | -5.3% | -7.1% | +1.8% | -4.3% |
| 3M | +20.3% | -27.3% | +47.5% | +23.7% |
| 6M | +47.4% | +169.6% | -122.2% | +9.5% |
| YTD | +32.5% | +164.6% | -132.1% | -1.8% |
| 1Y | +9.5% | +109.5% | -99.9% | -15.1% |
| All | +11.1% | +101.4% | -90.3% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling