+250.0%
EQX vs PENG
+256.1%
-6.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.4% | -8.8% | -3.2% |
| 7D | -1.4% | +4.5% | -5.9% | -2.0% |
| 30D | +24.4% | -7.1% | +31.5% | +25.2% |
| 3M | +11.6% | -27.3% | +38.9% | +14.0% |
| 6M | -25.0% | +169.6% | -194.6% | -37.7% |
| YTD | -8.4% | +164.6% | -173.0% | -23.9% |
| 1Y | +43.4% | +109.5% | -66.1% | +22.3% |
| 3Y | +162.0% | +98.9% | +63.1% | +112.0% |
| 5Y | +70.1% | +116.3% | -46.1% | +29.8% |
| All | +250.0% | +256.1% | -6.1% | +144.6% |
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 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