+13.1%
ED vs PENG
+10.2%
+2.9%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -23.0% | +24.0% | -0.5% |
| 7D | +5.2% | -36.7% | +41.8% | +2.5% |
| 30D | +15.5% | -42.0% | +57.6% | +12.4% |
| 3M | +13.0% | -33.2% | +46.2% | +10.9% |
| 6M | +13.1% | +2.1% | +11.0% | +10.1% |
| All | +13.1% | +10.2% | +2.9% | +10.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling