+162.1%
ESI vs PENG
+597.2%
-435.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +12.4% | -10.5% | -1.2% |
| 7D | -8.5% | -19.4% | +10.9% | -4.3% |
| 30D | -15.7% | -42.4% | +26.7% | -4.6% |
| 3M | -18.2% | -25.6% | +7.4% | -13.9% |
| 6M | -28.8% | +7.3% | -36.1% | -33.8% |
| YTD | +26.3% | +113.9% | -87.6% | -2.1% |
| 1Y | +18.2% | +93.6% | -75.3% | -6.3% |
| 3Y | +68.1% | +170.2% | -102.1% | +16.4% |
| 5Y | +28.8% | +44.2% | -15.4% | -4.2% |
| All | +162.1% | +597.2% | -435.1% | +37.8% |
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