+82.2%
UBER vs PENG
+405.5%
-323.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.7% | -2.0% |
| 7D | -3.9% | +4.5% | -8.4% | -5.1% |
| 30D | +11.1% | -7.1% | +18.2% | +12.4% |
| 3M | +4.9% | -27.3% | +32.2% | +7.3% |
| 6M | -1.2% | +169.6% | -170.7% | -36.7% |
| YTD | -7.3% | +164.6% | -171.9% | -40.9% |
| 1Y | -17.6% | +109.5% | -127.1% | -44.1% |
| 3Y | +61.1% | +98.9% | -37.9% | -5.2% |
| 5Y | +87.9% | +116.3% | -28.4% | -0.3% |
| All | +82.2% | +405.5% | -323.2% | -41.9% |
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 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