-0.2%
W vs PENG
+136.5%
-136.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.8% |
| 7D | -1.7% | +34.6% | -36.3% | -5.2% |
| 30D | +3.2% | -35.9% | +39.2% | +7.8% |
| 3M | +8.3% | -14.7% | +23.0% | +8.2% |
| 6M | +84.3% | +13.5% | +70.8% | +65.0% |
| YTD | +11.0% | +156.1% | -145.1% | -22.0% |
| 1Y | -0.2% | +141.3% | -141.5% | -29.5% |
| All | -0.2% | +136.5% | -136.8% | -29.5% |
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 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