+35.9%
UL vs PENG
+209.7%
-173.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.5% | +6.5% | +0.8% |
| 7D | +1.1% | +13.2% | -12.1% | +1.7% |
| 30D | +4.5% | -29.9% | +34.4% | +3.8% |
| 3M | +6.5% | -22.2% | +28.7% | +6.2% |
| 6M | +18.2% | -1.9% | +20.0% | +17.8% |
| YTD | +4.7% | +142.1% | -137.4% | +4.2% |
| 1Y | +0.8% | +151.5% | -150.7% | +0.2% |
| 3Y | +35.9% | +206.9% | -171.0% | +33.3% |
| All | +35.9% | +209.7% | -173.9% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling