+459.5%
EAT vs PENG
+720.8%
-261.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.3% | -7.5% | +0.7% |
| 7D | -8.9% | +1.9% | -10.8% | -10.2% |
| 30D | +3.4% | -37.8% | +41.2% | +12.0% |
| 3M | -9.3% | -14.1% | +4.8% | -9.8% |
| 6M | +43.8% | +13.1% | +30.7% | +25.4% |
| YTD | +39.9% | +151.8% | -111.9% | -3.1% |
| 1Y | +89.7% | +136.0% | -46.3% | +33.0% |
| 3Y | +491.3% | +217.9% | +273.3% | +248.2% |
| 5Y | +365.4% | +64.1% | +301.3% | +202.8% |
| All | +459.5% | +720.8% | -261.4% | +181.5% |
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