-28.8%
ESI vs PENG
+11.1%
-39.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +12.4% | -10.5% | -1.6% |
| 7D | -8.5% | -19.4% | +10.9% | -3.8% |
| 30D | -15.7% | -42.4% | +26.7% | -3.5% |
| 3M | -18.2% | -25.6% | +7.4% | -13.8% |
| 6M | -28.8% | +7.3% | -36.1% | -34.0% |
| All | -28.8% | +11.1% | -39.9% | -34.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling