+299.8%
XYZ vs PENG
+705.8%
-406.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -9.1% | +24.4% | +17.9% |
| 7D | +16.5% | -20.5% | +37.0% | +22.9% |
| 30D | +15.0% | -20.4% | +35.3% | +19.3% |
| 3M | +3.5% | -16.4% | +19.9% | +4.4% |
| 6M | +21.9% | +49.2% | -27.4% | -6.6% |
| YTD | +34.6% | +147.2% | -112.6% | -14.4% |
| 1Y | +20.7% | +124.7% | -103.9% | -21.1% |
| 3Y | +80.0% | +230.3% | -150.2% | -6.5% |
| 5Y | -64.6% | +71.4% | -136.0% | -78.5% |
| All | +299.8% | +705.8% | -406.1% | +82.2% |
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 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