-28.6%
U vs PENG
+175.7%
-204.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -23.0% | +38.0% | +22.0% |
| 7D | +24.3% | -36.7% | +61.0% | +39.5% |
| 30D | +8.6% | -42.0% | +50.6% | +24.3% |
| 3M | +37.6% | -33.2% | +70.8% | +47.8% |
| 6M | +78.5% | +2.1% | +76.4% | +47.3% |
| YTD | +10.5% | +90.3% | -79.8% | -31.2% |
| 1Y | +15.2% | +67.7% | -52.5% | -24.4% |
| 3Y | +76.6% | +154.2% | -77.7% | -14.7% |
| 5Y | -67.9% | +28.3% | -96.2% | -81.9% |
| All | -28.6% | +175.7% | -204.3% | -67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling