+18.2%
ESI vs PENG
+88.9%
-70.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +12.4% | -10.5% | -1.6% |
| 7D | -8.5% | -19.4% | +10.9% | -3.7% |
| 30D | -15.7% | -42.4% | +26.7% | -3.1% |
| 3M | -18.2% | -25.6% | +7.4% | -13.6% |
| 6M | -28.8% | +7.3% | -36.1% | -34.9% |
| YTD | +26.3% | +113.9% | -87.6% | -11.2% |
| 1Y | +18.2% | +93.6% | -75.3% | -14.1% |
| All | +18.2% | +88.9% | -70.7% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling