+201.0%
ESI vs PENG
+762.7%
-561.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.4% | -3.5% | +1.3% |
| 7D | +3.3% | +4.5% | -1.2% | +2.2% |
| 30D | -5.9% | -7.1% | +1.2% | -4.3% |
| 3M | -14.1% | -27.3% | +13.2% | -9.6% |
| 6M | +6.6% | +169.6% | -163.0% | -19.9% |
| YTD | +45.0% | +164.6% | -119.6% | +8.7% |
| 1Y | +41.5% | +109.5% | -68.0% | +11.4% |
| 3Y | +78.8% | +98.9% | -20.2% | +30.1% |
| 5Y | +70.9% | +116.3% | -45.4% | +17.1% |
| All | +201.0% | +762.7% | -561.6% | +53.0% |
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 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