-58.5%
Z vs PENG
+73.0%
-131.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -23.0% | +12.4% | -11.4% |
| 7D | -2.3% | -36.7% | +34.4% | -3.8% |
| 30D | +9.4% | -42.0% | +51.4% | +7.3% |
| 3M | -16.1% | -33.2% | +17.1% | -17.6% |
| 6M | -30.4% | +2.1% | -32.5% | -36.8% |
| YTD | -55.6% | +90.3% | -145.9% | -64.5% |
| 1Y | -58.5% | +67.7% | -126.2% | -66.0% |
| All | -58.5% | +73.0% | -131.5% | -66.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling