+50.5%
EFX vs PENG
+644.0%
-593.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.3% | +0.2% |
| 7D | +0.3% | -16.1% | +16.3% | +1.4% |
| 30D | +29.1% | -41.5% | +70.6% | +34.2% |
| 3M | +4.3% | -19.1% | +23.4% | +4.2% |
| 6M | +7.7% | +0.9% | +6.8% | +1.0% |
| YTD | -12.5% | +128.2% | -140.7% | -27.4% |
| 1Y | -8.8% | +98.6% | -107.4% | -23.1% |
| 3Y | +4.3% | +188.2% | -183.8% | -19.4% |
| 5Y | -29.4% | +55.5% | -84.9% | -43.8% |
| All | +50.5% | +644.0% | -593.5% | +1.6% |
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