+23.5%
UL vs PENG
+115.2%
-91.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.4% | -6.5% | -0.1% |
| 7D | -1.3% | +4.5% | -5.9% | -1.4% |
| 30D | +0.5% | -7.1% | +7.6% | +0.5% |
| 3M | +17.6% | -27.3% | +44.9% | +17.8% |
| 6M | -5.4% | +169.6% | -175.0% | -9.2% |
| YTD | +0.7% | +164.6% | -163.9% | -3.4% |
| 1Y | -9.3% | +109.5% | -118.7% | -12.5% |
| 3Y | +24.5% | +98.9% | -74.4% | +18.3% |
| All | +23.5% | +115.2% | -91.8% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling