+86.5%
EQT vs PENG
+735.0%
-648.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.4% | -0.8% |
| 7D | +3.4% | +34.6% | -31.2% | -0.1% |
| 30D | -3.5% | -35.9% | +32.4% | +0.4% |
| 3M | -2.8% | -14.7% | +11.9% | -2.8% |
| 6M | -5.5% | +13.5% | -19.1% | -11.2% |
| YTD | -1.1% | +156.1% | -157.3% | -17.9% |
| 1Y | -12.9% | +141.3% | -154.2% | -27.2% |
| 3Y | +39.5% | +223.4% | -183.9% | +7.2% |
| 5Y | +164.1% | +67.4% | +96.7% | +111.1% |
| All | +86.5% | +735.0% | -648.5% | +36.4% |
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