+1,064.5%
SOXX vs PENG
+710.3%
+354.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.8% | +2.0% | -1.2% |
| 7D | +3.0% | 0.0% | +3.1% | +3.0% |
| 30D | -3.1% | -15.2% | +12.1% | +1.9% |
| 3M | -4.4% | -16.9% | +12.5% | -0.9% |
| 6M | +52.9% | +161.5% | -108.7% | +8.8% |
| YTD | +72.0% | +148.6% | -76.6% | +23.5% |
| 1Y | +105.1% | +89.6% | +15.5% | +58.6% |
| 3Y | +220.6% | +99.8% | +120.9% | +121.2% |
| 5Y | +244.8% | +100.9% | +143.9% | +131.3% |
| All | +1,064.5% | +710.3% | +354.2% | +495.2% |
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 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