+18.2%
TER vs PENG
+88.9%
-70.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +12.4% | -9.8% | -3.7% |
| 7D | -20.5% | -19.4% | -1.0% | -12.1% |
| 30D | -47.0% | -42.4% | -4.6% | -31.4% |
| 3M | -43.3% | -25.6% | -17.6% | -36.4% |
| 6M | -42.9% | +7.3% | -50.2% | -46.9% |
| YTD | +12.9% | +113.9% | -101.0% | -27.6% |
| 1Y | +18.2% | +93.6% | -75.4% | -19.2% |
| All | +18.2% | +88.9% | -70.8% | -19.2% |
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 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