-53.2%
S vs PENG
+116.4%
-169.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.4% | -6.0% | -1.5% |
| 7D | -7.7% | +4.5% | -12.3% | -8.9% |
| 30D | -5.3% | -7.1% | +1.8% | -3.7% |
| 3M | +20.3% | -27.3% | +47.5% | +24.9% |
| 6M | +47.4% | +169.6% | -122.2% | -7.1% |
| YTD | +32.5% | +164.6% | -132.1% | -16.9% |
| 1Y | +9.5% | +109.5% | -99.9% | -26.5% |
| 3Y | +15.5% | +98.9% | -83.4% | -32.9% |
| 5Y | -71.2% | +116.3% | -187.5% | -84.4% |
| All | -53.2% | +116.4% | -169.7% | -74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling