+13.9%
EFA vs PENG
+108.0%
-94.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.3% | -6.2% | +2.3% |
| 7D | +1.2% | -3.8% | +5.0% | +1.1% |
| 30D | +1.5% | -40.1% | +41.6% | +4.9% |
| 3M | -3.3% | -21.8% | +18.5% | -2.7% |
| 6M | +2.6% | +3.3% | -0.8% | -2.4% |
| YTD | +11.0% | +133.6% | -122.6% | -6.6% |
| All | +13.9% | +108.0% | -94.1% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling