+116.2%
EFA vs PENG
+755.0%
-638.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.4% |
| 7D | +1.2% | +7.8% | -6.6% | +0.2% |
| 30D | -0.7% | -12.2% | +11.5% | +0.7% |
| 3M | +6.4% | -20.6% | +27.0% | +7.4% |
| 6M | +11.4% | +180.9% | -169.6% | -6.0% |
| YTD | +14.0% | +162.3% | -148.3% | -3.2% |
| 1Y | +20.2% | +107.3% | -87.1% | +4.6% |
| 3Y | +68.2% | +110.8% | -42.6% | +37.8% |
| 5Y | +54.8% | +117.8% | -63.0% | +22.6% |
| All | +116.2% | +755.0% | -638.8% | +47.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling