+22.7%
USB vs PENG
+31.0%
-8.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -23.0% | +20.9% | +0.5% |
| 7D | -1.5% | -36.7% | +35.2% | +3.1% |
| 30D | +4.3% | -42.0% | +46.3% | +9.6% |
| 3M | -6.1% | -33.2% | +27.1% | -3.5% |
| 6M | +9.4% | +2.1% | +7.3% | +1.3% |
| YTD | +15.2% | +90.3% | -75.1% | -5.0% |
| 1Y | +32.8% | +67.7% | -34.9% | +11.6% |
| 3Y | +91.3% | +154.2% | -62.9% | +40.9% |
| 5Y | +22.7% | +28.3% | -5.6% | -6.6% |
| All | +22.7% | +31.0% | -8.4% | -6.6% |
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