+72.6%
W vs PENG
+597.2%
-524.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +12.4% | -13.8% | -5.5% |
| 7D | -3.6% | -19.4% | +15.9% | +1.5% |
| 30D | +7.0% | -42.4% | +49.3% | +24.0% |
| 3M | +7.4% | -25.6% | +33.0% | +11.6% |
| 6M | +69.3% | +7.3% | +62.0% | +41.6% |
| YTD | +11.3% | +113.9% | -102.6% | -30.2% |
| 1Y | +13.2% | +93.6% | -80.4% | -26.8% |
| 3Y | +142.0% | +170.2% | -28.2% | +30.8% |
| 5Y | -54.6% | +44.2% | -98.8% | -71.4% |
| All | +72.6% | +597.2% | -524.6% | -28.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling