+48.0%
UL vs PENG
+644.0%
-596.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | -0.1% |
| 7D | +2.6% | -16.1% | +18.6% | +2.9% |
| 30D | +6.8% | -41.5% | +48.2% | +8.3% |
| 3M | +5.7% | -19.1% | +24.8% | +5.8% |
| 6M | +15.9% | +0.9% | +15.0% | +13.2% |
| YTD | +4.3% | +128.2% | -124.0% | -2.8% |
| 1Y | -0.4% | +98.6% | -99.0% | -6.6% |
| 3Y | +35.0% | +188.2% | -153.2% | +20.9% |
| 5Y | +31.6% | +55.5% | -23.9% | +19.5% |
| All | +48.0% | +644.0% | -596.0% | +15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling