+95.9%
EQT vs PENG
+762.7%
-666.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.4% | -7.2% | -1.5% |
| 7D | +1.1% | +4.5% | -3.4% | +0.5% |
| 30D | +7.7% | -7.1% | +14.8% | +8.3% |
| 3M | +0.2% | -27.3% | +27.4% | +1.8% |
| 6M | -9.5% | +169.6% | -179.1% | -23.7% |
| YTD | +3.8% | +164.6% | -160.8% | -12.7% |
| 1Y | +7.8% | +109.5% | -101.7% | -7.0% |
| 3Y | +30.1% | +98.9% | -68.8% | +6.5% |
| 5Y | +188.6% | +116.3% | +72.3% | +126.7% |
| All | +95.9% | +762.7% | -666.8% | +45.0% |
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