+257.3%
SOXX vs PENG
+116.9%
+140.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.9% |
| 7D | +6.1% | +7.3% | -1.2% | +3.1% |
| 30D | +0.5% | -7.5% | +8.0% | +3.2% |
| 3M | -5.3% | -17.2% | +11.9% | -1.5% |
| 6M | +58.3% | +176.7% | -118.4% | +0.6% |
| YTD | +76.8% | +161.0% | -84.2% | +13.9% |
| 1Y | +114.6% | +108.8% | +5.8% | +48.4% |
| 3Y | +229.6% | +109.8% | +119.9% | +98.2% |
| 5Y | +257.3% | +111.7% | +145.6% | +121.2% |
| All | +257.3% | +116.9% | +140.4% | +121.2% |
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 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