+76.7%
W vs PENG
+720.8%
-644.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.3% | -8.6% | -1.7% |
| 7D | -7.4% | +1.9% | -9.3% | -9.0% |
| 30D | +7.8% | -37.8% | +45.6% | +21.9% |
| 3M | +10.9% | -14.1% | +25.0% | +9.8% |
| 6M | +86.4% | +13.1% | +73.3% | +54.3% |
| YTD | +14.0% | +151.8% | -137.8% | -32.4% |
| 1Y | +3.5% | +136.0% | -132.5% | -37.5% |
| 3Y | +164.8% | +217.9% | -53.2% | +35.4% |
| 5Y | -53.1% | +64.1% | -117.2% | -71.8% |
| All | +76.7% | +720.8% | -644.1% | -30.6% |
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 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