+131.2%
ET vs PENG
+689.3%
-558.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.4% | +0.5% |
| 7D | +2.5% | +13.2% | -10.7% | +0.9% |
| 30D | -2.5% | -29.9% | +27.5% | +0.7% |
| 3M | -4.9% | -22.2% | +17.4% | -3.8% |
| 6M | -0.1% | -1.9% | +1.8% | -4.7% |
| YTD | +26.2% | +142.1% | -115.9% | +4.4% |
| 1Y | +25.2% | +151.5% | -126.4% | +2.8% |
| 3Y | +84.2% | +206.9% | -122.7% | +39.3% |
| 5Y | +216.1% | +58.2% | +157.8% | +150.1% |
| All | +131.2% | +689.3% | -558.2% | +44.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling