+80.8%
ECL vs PENG
+153.0%
-72.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -23.0% | +20.1% | -2.5% |
| 7D | +1.7% | -36.7% | +38.3% | +2.3% |
| 30D | +8.9% | -42.0% | +50.9% | +9.7% |
| 3M | +7.4% | -33.2% | +40.6% | +7.7% |
| 6M | +19.3% | +2.1% | +17.2% | +15.5% |
| YTD | +17.4% | +90.3% | -72.8% | +9.1% |
| 1Y | +19.4% | +67.7% | -48.3% | +11.6% |
| All | +80.8% | +153.0% | -72.2% | +58.5% |
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