+37.4%
ED vs PENG
+101.4%
-64.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.4% | -7.8% | -1.0% |
| 7D | -0.2% | +4.5% | -4.7% | +0.1% |
| 30D | -0.1% | -7.1% | +7.0% | -0.4% |
| 3M | +3.9% | -27.3% | +31.2% | +3.3% |
| 6M | -3.0% | +169.6% | -172.6% | +3.0% |
| YTD | +10.7% | +164.6% | -153.9% | +17.7% |
| 1Y | +13.3% | +109.5% | -96.1% | +19.5% |
| All | +37.4% | +101.4% | -64.0% | +44.3% |
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 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