+1.1%
UL vs PENG
+120.5%
-119.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -9.1% | +12.4% | +2.6% |
| 7D | +4.7% | -20.5% | +25.1% | +3.4% |
| 30D | +11.6% | -20.4% | +31.9% | +10.5% |
| 3M | +5.3% | -16.4% | +21.7% | +4.7% |
| 6M | +16.0% | +49.2% | -33.2% | +12.3% |
| YTD | +5.0% | +147.2% | -142.2% | +1.8% |
| 1Y | +1.1% | +124.7% | -123.6% | -2.7% |
| All | +1.1% | +120.5% | -119.4% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling