-41.2%
TECH vs PENG
+42.1%
-83.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +12.4% | -12.2% | -1.8% |
| 7D | +0.2% | -19.4% | +19.6% | +2.7% |
| 30D | +0.3% | -42.4% | +42.7% | +8.0% |
| 3M | +1.3% | -25.6% | +27.0% | +3.3% |
| 6M | +54.0% | +7.3% | +46.7% | +38.7% |
| YTD | +24.3% | +113.9% | -89.6% | -5.9% |
| 1Y | +25.8% | +93.6% | -67.8% | -2.9% |
| 3Y | +26.0% | +170.2% | -144.3% | -17.0% |
| All | -41.2% | +42.1% | -83.3% | -57.7% |
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