+56.4%
V vs PENG
+101.4%
-45.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.4% | -7.4% | -1.0% |
| 7D | -1.7% | +4.5% | -6.3% | -1.8% |
| 30D | +2.0% | -7.1% | +9.1% | +2.0% |
| 3M | +17.4% | -27.3% | +44.6% | +17.7% |
| 6M | +17.5% | +169.6% | -152.1% | +10.4% |
| YTD | +7.6% | +164.6% | -157.0% | +1.0% |
| 1Y | +7.7% | +109.5% | -101.8% | +2.0% |
| All | +56.4% | +101.4% | -45.0% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling