+119.9%
UUUU vs PENG
+115.2%
+4.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.4% | -5.6% | -1.1% |
| 7D | -1.4% | +4.5% | -5.9% | -2.7% |
| 30D | +16.3% | -7.1% | +23.4% | +18.5% |
| 3M | -16.7% | -27.3% | +10.6% | -11.1% |
| 6M | -33.7% | +169.6% | -203.2% | -52.7% |
| YTD | -0.5% | +164.6% | -165.1% | -29.3% |
| 1Y | +28.9% | +109.5% | -80.6% | -3.4% |
| 3Y | +99.9% | +98.9% | +0.9% | +35.2% |
| All | +119.9% | +115.2% | +4.7% | +46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling