+38.3%
EQT vs PENG
+209.7%
-171.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.5% | +6.3% | +1.1% |
| 7D | +6.9% | +13.2% | -6.3% | +6.2% |
| 30D | +0.4% | -29.9% | +30.4% | +1.8% |
| 3M | -2.0% | -22.2% | +20.2% | -1.4% |
| 6M | -5.0% | -1.9% | -3.1% | -7.3% |
| YTD | -0.3% | +142.1% | -142.4% | -11.7% |
| 1Y | -11.3% | +151.5% | -162.8% | -21.9% |
| 3Y | +38.3% | +206.9% | -168.6% | +14.7% |
| All | +38.3% | +209.7% | -171.4% | +14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling