-68.0%
S vs PENG
+31.0%
-99.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -23.0% | +14.2% | -2.5% |
| 7D | -16.7% | -36.7% | +20.0% | -6.5% |
| 30D | -17.0% | -42.0% | +25.1% | -5.4% |
| 3M | +2.0% | -33.2% | +35.2% | +10.1% |
| 6M | +35.1% | +2.1% | +32.9% | +15.5% |
| YTD | +42.8% | +90.3% | -47.5% | -5.4% |
| 1Y | +27.7% | +67.7% | -39.9% | -11.7% |
| 3Y | +33.0% | +154.2% | -121.3% | -33.3% |
| 5Y | -68.0% | +28.3% | -96.3% | -81.7% |
| All | -68.0% | +31.0% | -99.0% | -81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling