+342.0%
EAT vs PENG
+115.2%
+226.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.4% | -5.9% | -0.5% |
| 7D | 0.0% | +4.5% | -4.5% | -0.8% |
| 30D | +1.9% | -7.1% | +9.0% | +2.8% |
| 3M | +68.7% | -27.3% | +95.9% | +71.9% |
| 6M | +66.9% | +169.6% | -102.7% | +24.6% |
| YTD | +60.4% | +164.6% | -104.2% | +19.6% |
| 1Y | +44.0% | +109.5% | -65.5% | +11.9% |
| 3Y | +604.7% | +98.9% | +505.8% | +396.3% |
| All | +342.0% | +115.2% | +226.7% | +210.8% |
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