-3.4%
ES vs PENG
+115.2%
-118.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.4% | -7.0% | -0.7% |
| 7D | +0.3% | +4.5% | -4.2% | +0.2% |
| 30D | -2.0% | -7.1% | +5.1% | -1.9% |
| 3M | +1.7% | -27.3% | +28.9% | +2.0% |
| 6M | -3.5% | +169.6% | -173.1% | -7.3% |
| YTD | +7.9% | +164.6% | -156.7% | +3.7% |
| 1Y | +17.2% | +109.5% | -92.3% | +13.2% |
| 3Y | +29.3% | +98.9% | -69.6% | +22.5% |
| All | -3.4% | +115.2% | -118.6% | -16.7% |
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