-54.0%
W vs PENG
+31.0%
-85.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -23.0% | +14.8% | +0.7% |
| 7D | -5.6% | -36.7% | +31.1% | +10.4% |
| 30D | +7.5% | -42.0% | +49.6% | +27.2% |
| 3M | +5.4% | -33.2% | +38.6% | +14.8% |
| 6M | +79.4% | +2.1% | +77.3% | +39.3% |
| YTD | +12.9% | +90.3% | -77.4% | -39.7% |
| 1Y | +12.4% | +67.7% | -55.2% | -36.3% |
| 3Y | +128.5% | +154.2% | -25.7% | -13.7% |
| 5Y | -54.0% | +28.3% | -82.3% | -78.2% |
| All | -54.0% | +31.0% | -85.0% | -78.2% |
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