+376.9%
V vs PENG
+644.0%
-267.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.6% |
| 7D | +0.8% | -16.1% | +16.9% | +2.2% |
| 30D | +9.9% | -41.5% | +51.4% | +15.3% |
| 3M | +17.5% | -19.1% | +36.6% | +18.0% |
| 6M | +33.5% | +0.9% | +32.5% | +26.0% |
| YTD | +21.6% | +128.2% | -106.7% | +1.0% |
| 1Y | +27.6% | +98.6% | -71.0% | +7.9% |
| 3Y | +76.4% | +188.2% | -111.8% | +33.4% |
| 5Y | +103.8% | +55.5% | +48.3% | +60.4% |
| All | +376.9% | +644.0% | -267.1% | +187.4% |
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