+82.5%
EQX vs PENG
+116.9%
-34.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.1% | +1.7% |
| 7D | +1.7% | +7.3% | -5.5% | +0.7% |
| 30D | +11.1% | -7.5% | +18.6% | +11.9% |
| 3M | +23.1% | -17.2% | +40.3% | +23.5% |
| 6M | -21.8% | +176.7% | -198.6% | -37.1% |
| YTD | -8.1% | +161.0% | -169.1% | -25.6% |
| 1Y | +29.7% | +108.8% | -79.2% | +7.9% |
| 3Y | +179.9% | +109.8% | +70.1% | +116.6% |
| 5Y | +82.5% | +111.7% | -29.2% | +19.6% |
| All | +82.5% | +116.9% | -34.4% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling