+47.0%
UL vs PENG
+597.2%
-550.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +12.4% | -14.9% | -2.9% |
| 7D | +1.1% | -19.4% | +20.6% | +1.6% |
| 30D | +8.2% | -42.4% | +50.6% | +9.8% |
| 3M | +4.5% | -25.6% | +30.2% | +4.8% |
| 6M | +12.6% | +7.3% | +5.3% | +9.4% |
| YTD | +3.5% | +113.9% | -110.3% | -3.3% |
| 1Y | -0.4% | +93.6% | -94.0% | -6.6% |
| 3Y | +36.0% | +170.2% | -134.2% | +22.0% |
| 5Y | +30.9% | +44.2% | -13.3% | +19.2% |
| All | +47.0% | +597.2% | -550.2% | +15.3% |
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 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