+13.5%
EQX vs PENG
+98.5%
-85.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.2% | -3.6% | +1.1% |
| 7D | -3.2% | -1.2% | -2.0% | -3.1% |
| 30D | +7.8% | -12.9% | +20.7% | +8.9% |
| 3M | +21.3% | -20.5% | +41.8% | +22.0% |
| 6M | -22.4% | +176.8% | -199.3% | -36.4% |
| YTD | -11.3% | +161.6% | -172.9% | -27.1% |
| 1Y | +13.5% | +95.6% | -82.1% | -11.0% |
| All | +13.5% | +98.5% | -85.0% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling