+12.6%
EBAY vs PENG
+118.5%
-105.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.4% | -8.8% | -2.4% |
| 7D | -2.1% | +4.5% | -6.6% | -2.2% |
| 30D | -6.7% | -7.1% | +0.4% | -6.5% |
| 3M | -5.0% | -27.3% | +22.3% | -4.3% |
| 6M | +14.6% | +169.6% | -154.9% | +0.8% |
| YTD | +19.8% | +164.6% | -144.8% | +5.5% |
| 1Y | +12.6% | +109.5% | -96.9% | +0.9% |
| All | +12.6% | +118.5% | -105.9% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling