+80.5%
EBAY vs PENG
+42.1%
+38.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +12.4% | -13.5% | -2.2% |
| 7D | +0.3% | -19.4% | +19.7% | +1.6% |
| 30D | +13.3% | -42.4% | +55.7% | +18.0% |
| 3M | +11.1% | -25.6% | +36.7% | +12.2% |
| 6M | +13.4% | +7.3% | +6.1% | +6.3% |
| YTD | +41.3% | +113.9% | -72.5% | +19.2% |
| 1Y | +52.8% | +93.6% | -40.8% | +30.4% |
| 3Y | +217.6% | +170.2% | +47.4% | +137.7% |
| All | +80.5% | +42.1% | +38.4% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling