+164.8%
ECL vs PENG
+689.3%
-524.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.5% | +7.1% | +2.2% |
| 7D | +2.9% | +13.2% | -10.4% | +1.4% |
| 30D | +7.5% | -29.9% | +37.4% | +10.4% |
| 3M | +12.2% | -22.2% | +34.5% | +13.2% |
| 6M | +24.6% | -1.9% | +26.4% | +18.8% |
| YTD | +18.8% | +142.1% | -123.4% | -0.5% |
| 1Y | +19.3% | +151.5% | -132.2% | -0.6% |
| 3Y | +78.2% | +206.9% | -128.7% | +36.6% |
| 5Y | +38.8% | +58.2% | -19.4% | +11.1% |
| All | +164.8% | +689.3% | -524.5% | +78.8% |
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