-68.4%
U vs PENG
+42.1%
-110.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +12.4% | -6.9% | +1.4% |
| 7D | +36.6% | -19.4% | +56.0% | +42.4% |
| 30D | +13.3% | -42.4% | +55.7% | +32.1% |
| 3M | +26.2% | -25.6% | +51.8% | +31.2% |
| 6M | +88.7% | +7.3% | +81.5% | +49.8% |
| YTD | +16.6% | +113.9% | -97.3% | -34.9% |
| 1Y | +29.0% | +93.6% | -64.6% | -24.6% |
| 3Y | +99.5% | +170.2% | -70.7% | -17.4% |
| All | -68.4% | +42.1% | -110.5% | -83.6% |
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