+157.5%
ECL vs PENG
+597.2%
-439.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +12.4% | -14.1% | -3.0% |
| 7D | -0.8% | -19.4% | +18.7% | +0.9% |
| 30D | +8.1% | -42.4% | +50.5% | +13.3% |
| 3M | +6.4% | -25.6% | +32.0% | +7.7% |
| 6M | +14.8% | +7.3% | +7.5% | +7.7% |
| YTD | +15.5% | +113.9% | -98.4% | -1.9% |
| 1Y | +20.1% | +93.6% | -73.5% | +3.1% |
| 3Y | +77.8% | +170.2% | -92.5% | +38.2% |
| 5Y | +37.9% | +44.2% | -6.3% | +11.3% |
| All | +157.5% | +597.2% | -439.7% | +76.3% |
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