+161.9%
ECL vs PENG
+520.3%
-358.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -23.0% | +20.1% | -0.5% |
| 7D | +1.7% | -36.7% | +38.3% | +6.0% |
| 30D | +8.9% | -42.0% | +50.9% | +14.0% |
| 3M | +7.4% | -33.2% | +40.6% | +10.1% |
| 6M | +19.3% | +2.1% | +17.2% | +12.5% |
| YTD | +17.4% | +90.3% | -72.8% | +1.1% |
| 1Y | +19.4% | +67.7% | -48.3% | +4.2% |
| 3Y | +80.5% | +154.2% | -73.7% | +40.9% |
| 5Y | +40.2% | +28.3% | +11.9% | +14.7% |
| All | +161.9% | +520.3% | -358.4% | +81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling