-66.0%
EL vs PENG
+42.1%
-108.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +12.4% | -10.1% | +0.2% |
| 7D | +0.8% | -19.4% | +20.2% | +3.5% |
| 30D | +16.5% | -42.4% | +58.9% | +25.6% |
| 3M | +29.2% | -25.6% | +54.8% | +31.6% |
| 6M | +27.9% | +7.3% | +20.6% | +13.2% |
| YTD | +6.2% | +113.9% | -107.7% | -21.0% |
| 1Y | +27.2% | +93.6% | -66.4% | -3.5% |
| 3Y | +3.2% | +170.2% | -167.0% | -33.3% |
| All | -66.0% | +42.1% | -108.1% | -76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling