-6.1%
EFX vs PENG
+88.9%
-95.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +12.4% | -14.6% | -1.0% |
| 7D | +2.7% | -19.4% | +22.2% | +1.2% |
| 30D | +33.1% | -42.4% | +75.5% | +28.3% |
| 3M | +8.2% | -25.6% | +33.8% | +6.6% |
| 6M | +10.2% | +7.3% | +2.9% | +2.3% |
| YTD | -11.8% | +113.9% | -125.7% | -26.1% |
| 1Y | -6.1% | +93.6% | -99.7% | -21.2% |
| All | -6.1% | +88.9% | -95.0% | -21.2% |
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