-18.4%
Z vs PENG
+153.0%
-171.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -23.0% | +12.4% | -8.6% |
| 7D | -2.3% | -36.7% | +34.4% | +1.2% |
| 30D | +9.4% | -42.0% | +51.4% | +13.3% |
| 3M | -16.1% | -33.2% | +17.1% | -15.0% |
| 6M | -30.4% | +2.1% | -32.5% | -38.7% |
| YTD | -55.6% | +90.3% | -145.9% | -66.7% |
| 1Y | -58.5% | +67.7% | -126.2% | -68.0% |
| All | -18.4% | +153.0% | -171.4% | -57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling