-69.4%
U vs PENG
+115.2%
-184.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.4% | -7.4% | -3.3% |
| 7D | -3.8% | +4.5% | -8.4% | -5.4% |
| 30D | +17.5% | -7.1% | +24.6% | +19.7% |
| 3M | +38.7% | -27.3% | +66.0% | +44.8% |
| 6M | +104.4% | +169.6% | -65.2% | +14.4% |
| YTD | -5.7% | +164.6% | -170.3% | -47.4% |
| 1Y | +3.7% | +109.5% | -105.8% | -36.7% |
| 3Y | +12.3% | +98.9% | -86.6% | -42.3% |
| All | -69.4% | +115.2% | -184.6% | -83.7% |
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