+492.7%
EAT vs PENG
+520.3%
-27.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -23.0% | +19.5% | +1.4% |
| 7D | -3.3% | -36.7% | +33.4% | +5.4% |
| 30D | +11.7% | -42.0% | +53.7% | +22.7% |
| 3M | -5.9% | -33.2% | +27.3% | -0.9% |
| 6M | +46.7% | +2.1% | +44.6% | +29.6% |
| YTD | +48.2% | +90.3% | -42.1% | +9.5% |
| 1Y | +105.4% | +67.7% | +37.8% | +55.9% |
| 3Y | +502.8% | +154.2% | +348.5% | +271.9% |
| 5Y | +376.3% | +28.3% | +348.0% | +227.0% |
| All | +492.7% | +520.3% | -27.6% | +218.0% |
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