+90.9%
EAT vs PENG
+108.0%
-17.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +9.3% | -10.7% | -1.5% |
| 7D | -3.9% | -3.8% | -0.1% | -3.9% |
| 30D | +5.0% | -40.1% | +45.1% | +5.3% |
| 3M | -9.6% | -21.8% | +12.2% | -9.3% |
| 6M | +46.8% | +3.3% | +43.4% | +40.9% |
| YTD | +41.8% | +133.6% | -91.8% | +18.2% |
| All | +90.9% | +108.0% | -17.1% | +57.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling