+26.1%
USB vs PENG
+72.0%
-45.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -9.1% | +11.0% | +2.9% |
| 7D | +2.4% | -20.5% | +22.9% | +4.8% |
| 30D | +6.6% | -20.4% | +26.9% | +8.4% |
| 3M | -4.1% | -16.4% | +12.3% | -3.5% |
| 6M | +12.5% | +49.2% | -36.8% | -0.6% |
| YTD | +17.6% | +147.2% | -129.6% | -5.5% |
| 1Y | +36.5% | +124.7% | -88.2% | +11.1% |
| 3Y | +95.4% | +230.3% | -134.9% | +40.2% |
| 5Y | +26.1% | +71.4% | -45.3% | -7.3% |
| All | +26.1% | +72.0% | -45.9% | -7.3% |
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