+1,070.0%
SOXX vs PENG
+762.7%
+307.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.4% | -2.9% | +1.4% |
| 7D | +2.2% | +4.5% | -2.3% | +0.7% |
| 30D | -2.0% | -7.1% | +5.1% | 0.0% |
| 3M | -13.7% | -27.3% | +13.6% | -6.8% |
| 6M | +52.4% | +169.6% | -117.2% | +7.3% |
| YTD | +72.8% | +164.6% | -91.8% | +21.6% |
| 1Y | +113.9% | +109.5% | +4.4% | +60.2% |
| 3Y | +210.7% | +98.9% | +111.8% | +114.5% |
| 5Y | +244.6% | +116.3% | +128.4% | +125.8% |
| All | +1,070.0% | +762.7% | +307.3% | +486.0% |
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 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