-63.9%
XYZ vs PENG
+42.1%
-106.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +12.4% | -10.7% | -1.7% |
| 7D | +12.1% | -19.4% | +31.6% | +16.8% |
| 30D | +12.4% | -42.4% | +54.8% | +27.4% |
| 3M | +8.2% | -25.6% | +33.8% | +11.4% |
| 6M | +20.7% | +7.3% | +13.4% | -1.9% |
| YTD | +31.3% | +113.9% | -82.5% | -21.1% |
| 1Y | +20.5% | +93.6% | -73.1% | -25.1% |
| 3Y | +72.6% | +170.2% | -97.6% | -22.4% |
| All | -63.9% | +42.1% | -106.0% | -80.2% |
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