+25.9%
EL vs PENG
+762.7%
-736.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.4% | -3.5% | +2.0% |
| 7D | +0.8% | +4.5% | -3.7% | +0.1% |
| 30D | +19.8% | -7.1% | +26.9% | +20.7% |
| 3M | +25.7% | -27.3% | +53.0% | +27.9% |
| 6M | +5.4% | +169.6% | -164.1% | -16.5% |
| YTD | +0.2% | +164.6% | -164.4% | -20.5% |
| 1Y | +20.4% | +109.5% | -89.0% | -1.4% |
| 3Y | -32.1% | +98.9% | -131.1% | -47.7% |
| 5Y | -67.2% | +116.3% | -183.4% | -75.7% |
| All | +25.9% | +762.7% | -736.8% | -21.8% |
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