+64.8%
XYZ vs PENG
+222.1%
-157.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.3% | -10.2% | -1.4% |
| 7D | -2.2% | +1.9% | -4.0% | -3.0% |
| 30D | +11.6% | -37.8% | +49.4% | +18.8% |
| 3M | +8.4% | -14.1% | +22.5% | +8.0% |
| 6M | +17.2% | +13.1% | +4.0% | +2.6% |
| YTD | +31.7% | +151.8% | -120.1% | -9.1% |
| 1Y | +30.1% | +136.0% | -105.9% | -8.9% |
| All | +64.8% | +222.1% | -157.3% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling