+19.2%
U vs PENG
+108.0%
-88.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.3% | -9.4% | -1.0% |
| 7D | +32.3% | -3.8% | +36.1% | +31.3% |
| 30D | +9.7% | -40.1% | +49.8% | +16.6% |
| 3M | +19.6% | -21.8% | +41.4% | +21.7% |
| 6M | +82.6% | +3.3% | +79.3% | +61.9% |
| YTD | +16.4% | +133.6% | -117.2% | -24.8% |
| All | +19.2% | +108.0% | -88.8% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling