+24.9%
ESI vs PENG
+130.4%
-105.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.7% | +0.9% |
| 7D | +5.5% | +13.2% | -7.7% | +1.6% |
| 30D | -7.8% | -29.9% | +22.2% | +0.4% |
| 3M | -15.0% | -22.2% | +7.2% | -11.5% |
| 6M | -24.9% | -1.9% | -23.0% | -29.4% |
| YTD | +33.2% | +142.1% | -108.9% | -12.0% |
| 1Y | +24.9% | +151.5% | -126.6% | -19.3% |
| All | +24.9% | +130.4% | -105.4% | -19.3% |
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