+314.9%
UUUU vs PENG
+735.0%
-420.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -4.1% |
| 7D | +1.4% | +34.6% | -33.2% | -6.8% |
| 30D | -27.9% | -35.9% | +8.0% | -19.8% |
| 3M | -53.8% | -14.7% | -39.1% | -53.2% |
| 6M | -68.1% | +13.5% | -81.6% | -70.8% |
| YTD | -54.1% | +156.1% | -210.2% | -67.1% |
| 1Y | -57.8% | +141.3% | -199.1% | -69.3% |
| 3Y | -15.4% | +223.4% | -238.9% | -47.8% |
| 5Y | -39.2% | +67.4% | -106.6% | -58.3% |
| All | +314.9% | +735.0% | -420.1% | +85.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling