-63.1%
W vs PENG
+115.2%
-178.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.4% | -3.9% | -0.2% |
| 7D | -4.2% | +4.5% | -8.7% | -5.9% |
| 30D | -7.6% | -7.1% | -0.5% | -5.7% |
| 3M | +37.2% | -27.3% | +64.4% | +43.5% |
| 6M | +26.3% | +169.6% | -143.3% | -35.5% |
| YTD | -1.0% | +164.6% | -165.6% | -49.7% |
| 1Y | +20.1% | +109.5% | -89.4% | -32.9% |
| 3Y | +37.8% | +98.9% | -61.1% | -34.7% |
| All | -63.1% | +115.2% | -178.4% | -82.9% |
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