+356.7%
EAT vs PENG
+56.2%
+300.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +9.3% | -10.7% | -2.9% |
| 7D | -3.9% | -3.8% | -0.1% | -4.3% |
| 30D | +5.0% | -40.1% | +45.1% | +12.0% |
| 3M | -9.6% | -21.8% | +12.2% | -8.5% |
| 6M | +46.8% | +3.3% | +43.4% | +33.1% |
| YTD | +41.8% | +133.6% | -91.8% | +4.4% |
| 1Y | +98.3% | +110.7% | -12.4% | +48.7% |
| 3Y | +503.1% | +204.3% | +298.8% | +269.4% |
| 5Y | +356.7% | +54.4% | +302.3% | +195.8% |
| All | +356.7% | +56.2% | +300.4% | +195.8% |
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