+75.1%
W vs PENG
+520.3%
-445.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -23.0% | +14.8% | -0.7% |
| 7D | -5.6% | -36.7% | +31.1% | +7.8% |
| 30D | +7.5% | -42.0% | +49.6% | +24.1% |
| 3M | +5.4% | -33.2% | +38.6% | +13.9% |
| 6M | +79.4% | +2.1% | +77.3% | +52.6% |
| YTD | +12.9% | +90.3% | -77.4% | -26.2% |
| 1Y | +12.4% | +67.7% | -55.2% | -23.4% |
| 3Y | +128.5% | +154.2% | -25.7% | +25.9% |
| 5Y | -54.0% | +28.3% | -82.3% | -69.7% |
| All | +75.1% | +520.3% | -445.2% | -24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling