+157.9%
EQX vs PENG
+97.1%
+60.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.8% | -0.3% | -4.6% |
| 7D | -7.0% | 0.0% | -7.0% | -7.0% |
| 30D | +4.8% | -15.2% | +20.0% | +6.3% |
| 3M | +25.6% | -16.9% | +42.6% | +25.8% |
| 6M | -25.8% | +161.5% | -187.4% | -35.5% |
| YTD | -12.7% | +148.6% | -161.3% | -23.9% |
| 1Y | +14.1% | +89.6% | -75.6% | +1.4% |
| All | +157.9% | +97.1% | +60.8% | +119.4% |
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