+304.0%
XYZ vs PENG
+661.7%
-357.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.3% | -5.6% | +1.0% |
| 7D | +14.9% | -3.8% | +18.7% | +13.9% |
| 30D | +14.7% | -40.1% | +54.7% | +28.5% |
| 3M | +12.1% | -21.8% | +33.9% | +14.1% |
| 6M | +18.3% | +3.3% | +15.0% | +1.7% |
| YTD | +36.1% | +133.6% | -97.6% | -13.1% |
| 1Y | +35.3% | +110.7% | -75.4% | -10.9% |
| 3Y | +73.5% | +204.3% | -130.8% | -8.6% |
| 5Y | -61.6% | +54.4% | -116.0% | -76.2% |
| All | +304.0% | +661.7% | -357.7% | +85.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling