+59.1%
ES vs PENG
+597.2%
-538.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +12.4% | -15.3% | -3.2% |
| 7D | +1.9% | -19.4% | +21.3% | +2.3% |
| 30D | +7.1% | -42.4% | +49.4% | +8.3% |
| 3M | -1.9% | -25.6% | +23.7% | -1.6% |
| 6M | +4.4% | +7.3% | -2.9% | +2.4% |
| YTD | +7.3% | +113.9% | -106.5% | +2.3% |
| 1Y | +2.1% | +93.6% | -91.4% | -2.3% |
| 3Y | +41.8% | +170.2% | -128.4% | +31.4% |
| 5Y | +1.4% | +44.2% | -42.7% | -5.5% |
| All | +59.1% | +597.2% | -538.1% | +39.0% |
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