+50.6%
EFX vs PENG
+661.7%
-611.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.3% | -9.9% | -1.5% |
| 7D | -2.2% | -3.8% | +1.6% | -2.4% |
| 30D | +29.2% | -40.1% | +69.3% | +34.0% |
| 3M | +3.5% | -21.8% | +25.2% | +3.8% |
| 6M | +7.8% | +3.3% | +4.5% | +0.8% |
| YTD | -12.4% | +133.6% | -146.1% | -27.5% |
| 1Y | -8.2% | +110.7% | -118.9% | -23.1% |
| 3Y | +4.7% | +204.3% | -199.6% | -19.6% |
| 5Y | -32.0% | +54.4% | -86.4% | -45.8% |
| All | +50.6% | +661.7% | -611.1% | +1.4% |
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