+65.0%
UBER vs PENG
+308.5%
-243.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +12.4% | -12.7% | -3.3% |
| 7D | +5.1% | -19.4% | +24.6% | +9.1% |
| 30D | +0.2% | -42.4% | +42.6% | +12.0% |
| 3M | -2.7% | -25.6% | +23.0% | -0.2% |
| 6M | -13.4% | +7.3% | -20.6% | -27.7% |
| YTD | -16.1% | +113.9% | -129.9% | -46.0% |
| 1Y | -25.5% | +93.6% | -119.1% | -50.7% |
| 3Y | +42.5% | +170.2% | -127.7% | -26.6% |
| 5Y | +45.3% | +44.2% | +1.2% | -14.5% |
| All | +65.0% | +308.5% | -243.5% | -46.9% |
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