+240.6%
EBAY vs PENG
+755.0%
-514.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | -0.4% | +7.8% | -8.2% | -1.2% |
| 30D | -6.3% | -12.2% | +5.9% | -5.3% |
| 3M | -3.3% | -20.6% | +17.4% | -2.7% |
| 6M | +13.5% | +180.9% | -167.5% | -3.6% |
| YTD | +21.2% | +162.3% | -141.1% | +3.5% |
| 1Y | +13.9% | +107.3% | -93.4% | -0.5% |
| 3Y | +153.1% | +110.8% | +42.3% | +107.7% |
| 5Y | +54.5% | +117.8% | -63.4% | +22.5% |
| All | +240.6% | +755.0% | -514.4% | +111.3% |
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