+372.3%
EAT vs PENG
+42.1%
+330.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +12.4% | -15.2% | -4.7% |
| 7D | -2.6% | -19.4% | +16.8% | -0.3% |
| 30D | +11.5% | -42.4% | +53.9% | +19.7% |
| 3M | -9.1% | -25.6% | +16.5% | -7.3% |
| 6M | +40.4% | +7.3% | +33.1% | +25.0% |
| YTD | +43.9% | +113.9% | -69.9% | +7.4% |
| 1Y | +101.9% | +93.6% | +8.4% | +53.4% |
| 3Y | +489.9% | +170.2% | +319.6% | +269.7% |
| All | +372.3% | +42.1% | +330.2% | +208.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling