+95.2%
EQT vs PENG
+710.3%
-615.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.8% | +5.4% | +1.2% |
| 7D | -1.2% | 0.0% | -1.1% | -1.2% |
| 30D | +1.1% | -15.2% | +16.3% | +2.8% |
| 3M | +4.8% | -16.9% | +21.7% | +4.8% |
| 6M | -10.6% | +161.5% | -172.1% | -24.4% |
| YTD | +3.4% | +148.6% | -145.1% | -12.5% |
| 1Y | +8.7% | +89.6% | -81.0% | -5.0% |
| 3Y | +35.0% | +99.8% | -64.8% | +10.0% |
| 5Y | +204.2% | +100.9% | +103.3% | +141.1% |
| All | +95.2% | +710.3% | -615.2% | +45.4% |
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