+175.9%
TECH vs PENG
+689.3%
-513.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.5% | +0.9% |
| 7D | +0.1% | +13.2% | -13.1% | -1.9% |
| 30D | +0.5% | -29.9% | +30.5% | +4.5% |
| 3M | +1.1% | -22.2% | +23.3% | +2.4% |
| 6M | +62.8% | -1.9% | +64.7% | +53.5% |
| YTD | +24.5% | +142.1% | -117.7% | -1.6% |
| 1Y | +20.6% | +151.5% | -130.9% | -5.3% |
| 3Y | +29.5% | +206.9% | -177.5% | -6.3% |
| 5Y | -40.9% | +58.2% | -99.2% | -54.9% |
| All | +175.9% | +689.3% | -513.4% | +72.5% |
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