+30.0%
ECL vs PENG
+115.2%
-85.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.3% | -0.4% |
| 7D | -2.6% | +4.5% | -7.1% | -3.0% |
| 30D | -2.2% | -7.1% | +4.9% | -1.8% |
| 3M | +10.1% | -27.3% | +37.4% | +11.3% |
| 6M | -5.7% | +169.6% | -175.3% | -18.5% |
| YTD | +7.0% | +164.6% | -157.7% | -7.6% |
| 1Y | +2.7% | +109.5% | -106.8% | -9.5% |
| 3Y | +57.7% | +98.9% | -41.2% | +31.9% |
| All | +30.0% | +115.2% | -85.2% | +2.3% |
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 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