+63.9%
ES vs PENG
+520.3%
-456.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -23.0% | +25.1% | +2.6% |
| 7D | +5.9% | -36.7% | +42.6% | +7.0% |
| 30D | +10.2% | -42.0% | +52.2% | +11.4% |
| 3M | +0.4% | -33.2% | +33.6% | +1.0% |
| 6M | +6.9% | +2.1% | +4.8% | +4.9% |
| YTD | +10.5% | +90.3% | -79.8% | +5.7% |
| 1Y | +3.2% | +67.7% | -64.5% | -0.9% |
| 3Y | +49.0% | +154.2% | -105.2% | +38.1% |
| 5Y | +4.5% | +28.3% | -23.8% | -2.4% |
| All | +63.9% | +520.3% | -456.5% | +43.5% |
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