+20.1%
W vs PENG
+118.5%
-98.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.4% | -3.9% | +1.6% |
| 7D | -4.2% | +4.5% | -8.7% | -4.8% |
| 30D | -7.6% | -7.1% | -0.5% | -6.9% |
| 3M | +37.2% | -27.3% | +64.4% | +39.4% |
| 6M | +26.3% | +169.6% | -143.3% | -6.8% |
| YTD | -1.0% | +164.6% | -165.6% | -27.5% |
| 1Y | +20.1% | +109.5% | -89.4% | -10.3% |
| All | +20.1% | +118.5% | -98.4% | -10.3% |
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