+35.3%
UBER vs PENG
+222.1%
-186.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.3% | -9.4% | +0.1% |
| 7D | +1.2% | +1.9% | -0.7% | +0.7% |
| 30D | -1.1% | -37.8% | +36.6% | +2.3% |
| 3M | -10.0% | -14.1% | +4.1% | -10.2% |
| 6M | -7.2% | +13.1% | -20.3% | -15.1% |
| YTD | -13.5% | +151.8% | -165.3% | -33.5% |
| 1Y | -24.5% | +136.0% | -160.5% | -41.2% |
| All | +35.3% | +222.1% | -186.8% | -15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling