+182.5%
EQX vs PENG
+244.7%
-62.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -4.5% |
| 7D | -8.3% | +34.6% | -42.9% | -12.0% |
| 30D | -4.7% | -35.9% | +31.2% | -0.1% |
| 3M | -10.1% | -14.7% | +4.6% | -10.0% |
| 6M | -29.9% | +13.5% | -43.4% | -34.4% |
| YTD | -26.0% | +156.1% | -182.2% | -39.3% |
| 1Y | -21.0% | +141.3% | -162.3% | -34.7% |
| 3Y | +127.7% | +223.4% | -95.7% | +73.6% |
| 5Y | +22.0% | +67.4% | -45.4% | -5.3% |
| All | +182.5% | +244.7% | -62.2% | +95.0% |
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 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