+102.6%
V vs PENG
+31.0%
+71.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -23.0% | +19.8% | -2.0% |
| 7D | +2.9% | -36.7% | +39.6% | +5.1% |
| 30D | +14.0% | -42.0% | +56.1% | +16.8% |
| 3M | +14.9% | -33.2% | +48.1% | +16.3% |
| 6M | +31.7% | +2.1% | +29.6% | +25.2% |
| YTD | +21.2% | +90.3% | -69.1% | +7.1% |
| 1Y | +25.3% | +67.7% | -42.4% | +12.0% |
| 3Y | +77.5% | +154.2% | -76.8% | +42.8% |
| 5Y | +102.6% | +28.3% | +74.3% | +65.5% |
| All | +102.6% | +31.0% | +71.6% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling