-26.3%
U vs PENG
+230.7%
-257.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.4% |
| 7D | +24.4% | -16.1% | +40.4% | +28.1% |
| 30D | +7.4% | -41.5% | +48.9% | +23.3% |
| 3M | +16.8% | -19.1% | +35.9% | +18.0% |
| 6M | +78.8% | +0.9% | +77.8% | +50.9% |
| YTD | +14.0% | +128.2% | -114.3% | -33.1% |
| 1Y | +16.7% | +98.6% | -81.9% | -27.5% |
| 3Y | +86.4% | +188.2% | -101.8% | -12.6% |
| 5Y | -71.5% | +55.5% | -127.0% | -84.8% |
| All | -26.3% | +230.7% | -257.0% | -68.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling