+202.8%
TER vs PENG
+115.2%
+87.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.4% | -0.9% | +2.6% |
| 7D | +0.6% | +4.5% | -3.9% | -1.4% |
| 30D | -8.3% | -7.1% | -1.2% | -5.2% |
| 3M | -12.2% | -27.3% | +15.0% | -0.9% |
| 6M | +17.1% | +169.6% | -152.5% | -26.6% |
| YTD | +84.7% | +164.6% | -79.9% | +15.4% |
| 1Y | +199.9% | +109.5% | +90.5% | +104.4% |
| 3Y | +232.8% | +98.9% | +133.8% | +102.9% |
| All | +202.8% | +115.2% | +87.6% | +85.7% |
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