+354.0%
UUUU vs PENG
+661.7%
-307.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +9.3% | +0.5% | +7.2% |
| 7D | -1.1% | -3.8% | +2.7% | -1.1% |
| 30D | -26.6% | -40.1% | +13.5% | -16.7% |
| 3M | -48.3% | -21.8% | -26.5% | -46.3% |
| 6M | -65.8% | +3.3% | -69.1% | -67.9% |
| YTD | -49.7% | +133.6% | -183.4% | -63.1% |
| 1Y | -53.3% | +110.7% | -164.0% | -64.7% |
| 3Y | -7.4% | +204.3% | -211.6% | -41.8% |
| 5Y | -33.4% | +54.4% | -87.7% | -53.2% |
| All | +354.0% | +661.7% | -307.6% | +107.9% |
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