+634.4%
EAT vs PENG
+101.4%
+533.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.4% | -5.9% | +0.1% |
| 7D | 0.0% | +4.5% | -4.5% | -0.4% |
| 30D | +1.9% | -7.1% | +9.0% | +2.3% |
| 3M | +68.7% | -27.3% | +95.9% | +70.5% |
| 6M | +66.9% | +169.6% | -102.7% | +40.8% |
| YTD | +60.4% | +164.6% | -104.2% | +35.2% |
| 1Y | +44.0% | +109.5% | -65.5% | +24.2% |
| All | +634.4% | +101.4% | +533.0% | +488.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling