+37.6%
TECH vs PENG
+118.5%
-80.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.5% | -0.4% |
| 7D | +0.1% | +4.5% | -4.4% | -0.2% |
| 30D | +0.7% | -7.1% | +7.8% | +1.0% |
| 3M | +36.3% | -27.3% | +63.6% | +37.5% |
| 6M | +25.6% | +169.6% | -144.0% | +5.8% |
| YTD | +23.7% | +164.6% | -140.9% | +4.2% |
| 1Y | +37.6% | +109.5% | -71.8% | +15.4% |
| All | +37.6% | +118.5% | -80.8% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling