-31.4%
EFX vs PENG
+106.3%
-137.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -3.1% |
| 7D | -7.8% | +7.8% | -15.6% | -7.3% |
| 30D | -5.7% | -12.2% | +6.5% | -6.3% |
| 3M | +2.5% | -20.6% | +23.1% | +1.9% |
| 6M | -16.7% | +180.9% | -197.6% | -26.9% |
| YTD | -20.2% | +162.3% | -182.5% | -29.7% |
| 1Y | -31.4% | +107.3% | -138.7% | -40.1% |
| All | -31.4% | +106.3% | -137.7% | -40.1% |
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 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