+22.9%
UUUU vs PENG
+106.3%
-83.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | +2.8% | +7.8% | -5.0% | +0.6% |
| 30D | +3.4% | -12.2% | +15.6% | +6.8% |
| 3M | -3.9% | -20.6% | +16.7% | -0.7% |
| 6M | -23.2% | +180.9% | -204.1% | -39.2% |
| YTD | +0.6% | +162.3% | -161.7% | -20.7% |
| 1Y | +22.9% | +107.3% | -84.4% | -0.9% |
| All | +22.9% | +106.3% | -83.4% | -0.9% |
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 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