+35.4%
EL vs PENG
+689.3%
-653.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.5% | +6.6% | +1.9% |
| 7D | +1.5% | +13.2% | -11.7% | -0.5% |
| 30D | +10.0% | -29.9% | +39.9% | +14.4% |
| 3M | +28.4% | -22.2% | +50.6% | +29.9% |
| 6M | +37.1% | -1.9% | +38.9% | +28.1% |
| YTD | +7.8% | +142.1% | -134.3% | -15.3% |
| 1Y | +26.0% | +151.5% | -125.5% | -1.7% |
| 3Y | +3.8% | +206.9% | -203.1% | -25.4% |
| 5Y | -65.2% | +58.2% | -123.4% | -73.6% |
| All | +35.4% | +689.3% | -653.9% | -16.7% |
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