+19.7%
TECH vs PENG
+120.5%
-100.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.1% | +9.2% | +0.5% |
| 7D | +0.1% | -20.5% | +20.5% | +1.1% |
| 30D | +0.2% | -20.4% | +20.6% | +0.9% |
| 3M | +1.0% | -16.4% | +17.4% | +1.3% |
| 6M | +33.3% | +49.2% | -16.0% | +20.4% |
| YTD | +24.2% | +147.2% | -123.0% | +0.9% |
| 1Y | +19.7% | +124.7% | -105.0% | -1.8% |
| All | +19.7% | +120.5% | -100.8% | -1.8% |
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