+50.4%
TER vs PENG
+31.0%
+19.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -23.0% | +7.8% | -4.5% |
| 7D | -28.2% | -36.7% | +8.5% | -11.8% |
| 30D | -50.6% | -42.0% | -8.5% | -37.7% |
| 3M | -45.3% | -33.2% | -12.1% | -35.7% |
| 6M | -40.4% | +2.1% | -42.5% | -43.5% |
| YTD | +10.0% | +90.3% | -80.2% | -22.2% |
| 1Y | +13.6% | +67.7% | -54.0% | -15.2% |
| 3Y | +145.2% | +154.2% | -9.0% | +40.6% |
| 5Y | +50.4% | +28.3% | +22.1% | +5.7% |
| All | +50.4% | +31.0% | +19.3% | +5.7% |
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