+283.4%
XYZ vs PENG
+520.3%
-236.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -23.0% | +18.9% | +2.4% |
| 7D | +9.2% | -36.7% | +45.9% | +21.9% |
| 30D | +9.8% | -42.0% | +51.8% | +23.7% |
| 3M | -0.2% | -33.2% | +33.0% | +6.3% |
| 6M | +18.0% | +2.1% | +15.8% | +0.7% |
| YTD | +29.1% | +90.3% | -61.2% | -12.4% |
| 1Y | +14.1% | +67.7% | -53.6% | -19.6% |
| 3Y | +72.6% | +154.2% | -81.6% | -4.3% |
| 5Y | -64.6% | +28.3% | -92.9% | -76.9% |
| All | +283.4% | +520.3% | -236.9% | +86.6% |
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