+4.9%
EFX vs PENG
+222.1%
-217.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.3% | -10.2% | 0.0% |
| 7D | -2.0% | +1.9% | -3.8% | -2.0% |
| 30D | +27.9% | -37.8% | +65.7% | +29.6% |
| 3M | +3.8% | -14.1% | +17.9% | +3.6% |
| 6M | +13.0% | +13.1% | -0.1% | +4.9% |
| YTD | -12.4% | +151.8% | -164.2% | -29.2% |
| 1Y | -10.4% | +136.0% | -146.4% | -27.0% |
| All | +4.9% | +222.1% | -217.2% | -32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling