+299.5%
EBAY vs PENG
+720.8%
-421.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.3% | -11.0% | -1.7% |
| 7D | -2.0% | +1.9% | -3.8% | -2.6% |
| 30D | +7.0% | -37.8% | +44.8% | +11.1% |
| 3M | +16.1% | -14.1% | +30.2% | +15.7% |
| 6M | +14.1% | +13.1% | +1.0% | +7.4% |
| YTD | +42.1% | +151.8% | -109.6% | +20.0% |
| 1Y | +42.4% | +136.0% | -93.6% | +21.0% |
| 3Y | +223.5% | +217.9% | +5.6% | +151.9% |
| 5Y | +82.8% | +64.1% | +18.7% | +47.7% |
| All | +299.5% | +720.8% | -421.3% | +144.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling