+35.4%
EQT vs PENG
+111.6%
-76.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -0.8% | +7.8% | -8.6% | -1.2% |
| 30D | +6.6% | -12.2% | +18.8% | +7.2% |
| 3M | +4.4% | -20.6% | +25.0% | +4.8% |
| 6M | -10.5% | +180.9% | -191.5% | -18.9% |
| YTD | +3.7% | +162.3% | -158.5% | -5.8% |
| 1Y | +9.9% | +107.3% | -97.4% | +1.6% |
| 3Y | +35.4% | +110.8% | -75.4% | +20.3% |
| All | +35.4% | +111.6% | -76.3% | +20.3% |
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