-54.2%
W vs PENG
+42.1%
-96.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +12.4% | -13.8% | -6.2% |
| 7D | -3.6% | -19.4% | +15.9% | +2.3% |
| 30D | +7.0% | -42.4% | +49.3% | +27.4% |
| 3M | +7.4% | -25.6% | +33.0% | +11.8% |
| 6M | +69.3% | +7.3% | +62.0% | +29.6% |
| YTD | +11.3% | +113.9% | -102.6% | -43.4% |
| 1Y | +13.2% | +93.6% | -80.4% | -39.9% |
| 3Y | +142.0% | +170.2% | -28.2% | -9.5% |
| All | -54.2% | +42.1% | -96.4% | -79.3% |
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