+175.6%
TECH vs PENG
+720.8%
-545.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.3% | -10.4% | -1.6% |
| 7D | +0.1% | +1.9% | -1.8% | -1.0% |
| 30D | +0.3% | -37.8% | +38.1% | +6.1% |
| 3M | +1.0% | -14.1% | +15.1% | +0.7% |
| 6M | +54.0% | +13.1% | +40.9% | +41.6% |
| YTD | +24.3% | +151.8% | -127.5% | -2.2% |
| 1Y | +23.7% | +136.0% | -112.3% | -1.8% |
| 3Y | +28.5% | +217.9% | -189.5% | -7.4% |
| 5Y | -41.2% | +64.1% | -105.3% | -55.4% |
| All | +175.6% | +720.8% | -545.2% | +71.3% |
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