-39.0%
U vs PENG
+283.4%
-322.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.4% | -7.4% | -3.2% |
| 7D | -3.8% | +4.5% | -8.4% | -5.3% |
| 30D | +17.5% | -7.1% | +24.6% | +19.6% |
| 3M | +38.7% | -27.3% | +66.0% | +44.6% |
| 6M | +104.4% | +169.6% | -65.2% | +20.9% |
| YTD | -5.7% | +164.6% | -170.3% | -44.4% |
| 1Y | +3.7% | +109.5% | -105.8% | -33.6% |
| 3Y | +12.3% | +98.9% | -86.6% | -37.8% |
| 5Y | -68.8% | +116.3% | -185.1% | -83.8% |
| All | -39.0% | +283.4% | -322.5% | -73.6% |
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 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