-57.8%
UUUU vs PENG
+120.5%
-178.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.1% | +8.3% | +1.8% |
| 7D | -14.4% | -20.5% | +6.1% | -8.8% |
| 30D | -33.6% | -20.4% | -13.3% | -30.1% |
| 3M | -44.2% | -16.4% | -27.8% | -42.5% |
| 6M | -66.8% | +49.2% | -116.0% | -70.7% |
| YTD | -50.6% | +147.2% | -197.8% | -65.6% |
| 1Y | -57.8% | +124.7% | -182.5% | -69.2% |
| All | -57.8% | +120.5% | -178.3% | -69.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling