+51.6%
EFX vs PENG
+597.2%
-545.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +12.4% | -14.6% | -3.3% |
| 7D | +2.7% | -19.4% | +22.2% | +4.1% |
| 30D | +33.1% | -42.4% | +75.5% | +38.5% |
| 3M | +8.2% | -25.6% | +33.8% | +8.9% |
| 6M | +10.2% | +7.3% | +2.9% | +2.0% |
| YTD | -11.8% | +113.9% | -125.7% | -26.4% |
| 1Y | -6.1% | +93.6% | -99.7% | -20.7% |
| 3Y | +7.5% | +170.2% | -162.7% | -16.5% |
| 5Y | -30.7% | +44.2% | -74.9% | -44.4% |
| All | +51.6% | +597.2% | -545.6% | +3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling