+908.7%
SOXX vs PENG
+689.3%
+219.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.5% | +1.8% | -1.9% |
| 7D | +9.4% | +13.2% | -3.9% | +5.0% |
| 30D | -13.8% | -29.9% | +16.2% | -4.2% |
| 3M | -18.6% | -22.2% | +3.6% | -14.0% |
| 6M | -15.1% | -1.9% | -13.2% | -18.8% |
| YTD | +49.0% | +142.1% | -93.1% | +5.4% |
| 1Y | +55.3% | +151.5% | -96.2% | +8.5% |
| 3Y | +179.0% | +206.9% | -28.0% | +74.6% |
| 5Y | +166.5% | +58.2% | +108.3% | +86.7% |
| All | +908.7% | +689.3% | +219.3% | +408.0% |
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