+452.8%
EAT vs PENG
+689.3%
-236.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.5% | +5.8% | +1.5% |
| 7D | -4.0% | +13.2% | -17.2% | -6.7% |
| 30D | -2.9% | -29.9% | +27.0% | +2.7% |
| 3M | -16.9% | -22.2% | +5.4% | -15.5% |
| 6M | +57.0% | -1.9% | +58.8% | +42.1% |
| YTD | +38.2% | +142.1% | -103.9% | -3.5% |
| 1Y | +69.3% | +151.5% | -82.2% | +16.6% |
| 3Y | +483.0% | +206.9% | +276.0% | +245.6% |
| 5Y | +364.1% | +58.2% | +305.9% | +204.1% |
| All | +452.8% | +689.3% | -236.6% | +180.3% |
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