+53.2%
UBER vs PENG
+66.2%
-13.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.5% |
| 7D | +0.5% | +34.6% | -34.1% | -4.7% |
| 30D | -3.1% | -35.9% | +32.8% | +3.1% |
| 3M | -8.3% | -14.7% | +6.4% | -8.6% |
| 6M | -9.5% | +13.5% | -23.0% | -21.2% |
| YTD | -15.4% | +156.1% | -171.5% | -42.6% |
| 1Y | -26.1% | +141.3% | -167.5% | -49.2% |
| 3Y | +34.0% | +223.4% | -189.4% | -25.5% |
| 5Y | +53.2% | +67.4% | -14.2% | -4.9% |
| All | +53.2% | +66.2% | -13.0% | -4.9% |
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