+313.7%
UUUU vs PENG
+597.2%
-283.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +12.4% | -11.3% | -2.3% |
| 7D | -13.6% | -19.4% | +5.8% | -9.4% |
| 30D | -35.1% | -42.4% | +7.3% | -25.6% |
| 3M | -48.4% | -25.6% | -22.7% | -45.6% |
| 6M | -71.7% | +7.3% | -79.0% | -73.8% |
| YTD | -54.2% | +113.9% | -168.1% | -65.6% |
| 1Y | -56.0% | +93.6% | -149.5% | -66.0% |
| 3Y | -13.1% | +170.2% | -183.3% | -43.6% |
| 5Y | -35.2% | +44.2% | -79.4% | -53.7% |
| All | +313.7% | +597.2% | -283.5% | +93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling