+54.6%
TER vs PENG
+42.1%
+12.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +12.4% | -9.8% | -3.2% |
| 7D | -20.5% | -19.4% | -1.0% | -12.9% |
| 30D | -47.0% | -42.4% | -4.6% | -32.8% |
| 3M | -43.3% | -25.6% | -17.6% | -36.7% |
| 6M | -42.9% | +7.3% | -50.2% | -47.4% |
| YTD | +12.9% | +113.9% | -101.0% | -24.7% |
| 1Y | +18.2% | +93.6% | -75.4% | -17.7% |
| 3Y | +151.8% | +170.2% | -18.4% | +39.6% |
| All | +54.6% | +42.1% | +12.5% | +2.8% |
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