+228.1%
EBAY vs PENG
+209.7%
+18.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.1% | +0.8% |
| 7D | -0.9% | +13.2% | -14.1% | -1.2% |
| 30D | +3.5% | -29.9% | +33.4% | +4.3% |
| 3M | +16.0% | -22.2% | +38.2% | +16.3% |
| 6M | +7.6% | -1.9% | +9.5% | +5.3% |
| YTD | +40.1% | +142.1% | -102.0% | +28.0% |
| 1Y | +45.0% | +151.5% | -106.5% | +32.1% |
| 3Y | +228.1% | +206.9% | +21.2% | +180.0% |
| All | +228.1% | +209.7% | +18.4% | +180.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling