-22.7%
U vs PENG
+250.8%
-273.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -5.5% | +10.7% | +6.9% |
| 7D | +2.6% | +13.2% | -10.7% | -1.8% |
| 30D | +27.6% | -29.9% | +57.5% | +37.5% |
| 3M | +15.3% | -22.2% | +37.6% | +17.9% |
| 6M | +96.4% | -1.9% | +98.3% | +68.4% |
| YTD | +19.6% | +142.1% | -122.6% | -31.3% |
| 1Y | +42.1% | +151.5% | -109.4% | -19.8% |
| 3Y | +87.5% | +206.9% | -119.4% | -14.1% |
| 5Y | -73.1% | +58.2% | -131.4% | -86.0% |
| All | -22.7% | +250.8% | -273.6% | -67.5% |
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