-49.8%
Z vs PENG
+72.0%
-121.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -9.1% | +18.5% | +10.9% |
| 7D | +10.2% | -20.5% | +30.6% | +13.6% |
| 30D | +23.7% | -20.4% | +44.0% | +25.7% |
| 3M | -6.6% | -16.4% | +9.8% | -6.8% |
| 6M | -23.0% | +49.2% | -72.2% | -38.5% |
| YTD | -50.3% | +147.2% | -197.5% | -66.2% |
| 1Y | -53.6% | +124.7% | -178.3% | -67.7% |
| 3Y | -10.1% | +230.3% | -240.3% | -49.6% |
| 5Y | -49.8% | +71.4% | -121.2% | -68.2% |
| All | -49.8% | +72.0% | -121.8% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling