-64.8%
EL vs PENG
+56.2%
-121.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +9.3% | -6.4% | +1.3% |
| 7D | +8.0% | -3.8% | +11.8% | +7.7% |
| 30D | +15.4% | -40.1% | +55.5% | +23.6% |
| 3M | +28.5% | -21.8% | +50.3% | +29.9% |
| 6M | +32.2% | +3.3% | +28.9% | +19.0% |
| YTD | +9.2% | +133.6% | -124.5% | -19.9% |
| 1Y | +30.8% | +110.7% | -79.9% | -2.1% |
| 3Y | +3.7% | +204.3% | -200.6% | -34.4% |
| 5Y | -64.8% | +54.4% | -119.1% | -75.9% |
| All | -64.8% | +56.2% | -121.0% | -75.9% |
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