+68.5%
UBER vs PENG
+335.9%
-267.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.0% |
| 7D | +5.2% | -16.1% | +21.3% | +8.4% |
| 30D | -2.0% | -41.5% | +39.4% | +9.2% |
| 3M | -10.2% | -19.1% | +8.9% | -9.9% |
| 6M | -7.2% | +0.9% | -8.1% | -20.2% |
| YTD | -14.3% | +128.2% | -142.5% | -45.7% |
| 1Y | -25.6% | +98.6% | -124.1% | -50.8% |
| 3Y | +35.8% | +188.2% | -152.4% | -31.2% |
| 5Y | +61.5% | +55.5% | +6.0% | -7.0% |
| All | +68.5% | +335.9% | -267.4% | -46.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling