+27.8%
USFR vs PENG
+597.2%
-569.4%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.4% | -12.4% | 0.0% |
| 7D | +0.1% | -19.4% | +19.5% | +0.1% |
| 30D | +0.4% | -42.4% | +42.8% | +0.4% |
| 3M | +1.1% | -25.6% | +26.7% | +1.1% |
| 6M | +2.1% | +7.3% | -5.2% | +2.0% |
| YTD | +3.4% | +113.9% | -110.4% | +3.3% |
| 1Y | +4.1% | +93.6% | -89.5% | +4.0% |
| 3Y | +14.4% | +170.2% | -155.8% | +14.2% |
| 5Y | +21.3% | +44.2% | -22.8% | +21.2% |
| All | +27.8% | +597.2% | -569.4% | +27.0% |
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