+199.8%
TER vs PENG
+118.5%
+81.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +6.4% | -1.0% | +2.3% |
| 7D | +0.6% | +4.5% | -4.0% | -1.5% |
| 30D | -8.3% | -7.1% | -1.2% | -5.0% |
| 3M | -12.2% | -27.3% | +15.0% | -0.8% |
| 6M | +17.0% | +169.6% | -152.6% | -23.6% |
| YTD | +84.6% | +164.6% | -80.0% | +19.6% |
| 1Y | +199.8% | +109.5% | +90.3% | +94.5% |
| All | +199.8% | +118.5% | +81.3% | +94.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling