+26.4%
V vs PENG
+88.9%
-62.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.4% | -12.4% | +0.5% |
| 7D | +2.2% | -19.4% | +21.6% | +1.4% |
| 30D | +13.6% | -42.4% | +56.0% | +11.4% |
| 3M | +14.3% | -25.6% | +39.9% | +13.7% |
| 6M | +33.1% | +7.3% | +25.8% | +31.9% |
| YTD | +21.2% | +113.9% | -92.6% | +16.8% |
| 1Y | +26.4% | +93.6% | -67.1% | +21.0% |
| All | +26.4% | +88.9% | -62.5% | +21.0% |
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