+43.0%
UL vs PENG
+762.7%
-719.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.4% | -6.5% | -0.3% |
| 7D | -1.3% | +4.5% | -5.9% | -1.5% |
| 30D | +0.5% | -7.1% | +7.6% | +0.7% |
| 3M | +17.6% | -27.3% | +44.9% | +18.1% |
| 6M | -5.4% | +169.6% | -175.0% | -11.7% |
| YTD | +0.7% | +164.6% | -163.9% | -6.0% |
| 1Y | -9.3% | +109.5% | -118.7% | -14.5% |
| 3Y | +24.5% | +98.9% | -74.4% | +14.5% |
| 5Y | +23.2% | +116.3% | -93.0% | +10.4% |
| All | +43.0% | +762.7% | -719.7% | +12.1% |
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