+25.8%
TECH vs PENG
+153.0%
-127.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -23.0% | +22.9% | +2.6% |
| 7D | -0.1% | -36.7% | +36.6% | +4.8% |
| 30D | +0.3% | -42.0% | +42.4% | +5.8% |
| 3M | +1.0% | -33.2% | +34.2% | +3.9% |
| 6M | +28.6% | +2.1% | +26.5% | +17.1% |
| YTD | +24.1% | +90.3% | -66.2% | -2.0% |
| 1Y | +21.9% | +67.7% | -45.7% | -1.5% |
| All | +25.8% | +153.0% | -127.3% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling