-20.6%
Z vs PENG
+762.7%
-783.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.4% | -8.6% | -3.6% |
| 7D | -3.0% | +4.5% | -7.5% | -4.0% |
| 30D | -4.2% | -7.1% | +2.9% | -3.3% |
| 3M | -3.7% | -27.3% | +23.6% | -1.8% |
| 6M | -24.5% | +169.6% | -194.1% | -46.7% |
| YTD | -49.3% | +164.6% | -213.9% | -64.3% |
| 1Y | -58.7% | +109.5% | -168.1% | -69.5% |
| 3Y | -34.1% | +98.9% | -133.1% | -55.7% |
| 5Y | -64.5% | +116.3% | -180.8% | -77.5% |
| All | -20.6% | +762.7% | -783.2% | -61.6% |
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 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