+541.7%
EAT vs PENG
+762.7%
-221.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.4% | -5.9% | -0.9% |
| 7D | 0.0% | +4.5% | -4.5% | -1.1% |
| 30D | +1.9% | -7.1% | +9.0% | +3.1% |
| 3M | +68.7% | -27.3% | +95.9% | +72.6% |
| 6M | +66.9% | +169.6% | -102.7% | +18.7% |
| YTD | +60.4% | +164.6% | -104.2% | +13.9% |
| 1Y | +44.0% | +109.5% | -65.5% | +7.2% |
| 3Y | +604.7% | +98.9% | +505.8% | +369.2% |
| 5Y | +347.0% | +116.3% | +230.8% | +177.0% |
| All | +541.7% | +762.7% | -221.0% | +230.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling