-40.2%
TECH vs PENG
+31.0%
-71.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -23.0% | +22.9% | +3.6% |
| 7D | -0.1% | -36.7% | +36.6% | +6.5% |
| 30D | +0.3% | -42.0% | +42.4% | +7.7% |
| 3M | +1.0% | -33.2% | +34.2% | +4.9% |
| 6M | +28.6% | +2.1% | +26.5% | +15.9% |
| YTD | +24.1% | +90.3% | -66.2% | -4.1% |
| 1Y | +21.9% | +67.7% | -45.7% | -3.4% |
| 3Y | +25.7% | +154.2% | -128.5% | -16.7% |
| 5Y | -40.2% | +28.3% | -68.5% | -56.2% |
| All | -40.2% | +31.0% | -71.2% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling