-24.5%
Z vs PENG
+170.4%
-194.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.4% | -8.6% | -1.8% |
| 7D | -3.0% | +4.5% | -7.5% | -2.8% |
| 30D | -4.2% | -7.1% | +2.9% | -4.5% |
| 3M | -3.7% | -27.3% | +23.6% | -4.0% |
| 6M | -24.5% | +169.6% | -194.1% | -38.4% |
| All | -24.5% | +170.4% | -194.9% | -38.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling