+27.3%
V vs PENG
+103.2%
-75.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.1% |
| 7D | +0.6% | -16.1% | +16.7% | -0.1% |
| 30D | +9.7% | -41.5% | +51.2% | +7.7% |
| 3M | +17.3% | -19.1% | +36.4% | +17.0% |
| 6M | +33.2% | +0.9% | +32.3% | +32.7% |
| YTD | +21.3% | +128.2% | -106.9% | +17.1% |
| 1Y | +27.3% | +98.6% | -71.2% | +22.3% |
| All | +27.3% | +103.2% | -75.9% | +22.3% |
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