+127.5%
ET vs PENG
+661.7%
-534.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.3% | -8.4% | -0.2% |
| 7D | -4.4% | -3.8% | -0.6% | -4.6% |
| 30D | -4.8% | -40.1% | +35.3% | +0.2% |
| 3M | -3.4% | -21.8% | +18.3% | -2.4% |
| 6M | +2.2% | +3.3% | -1.1% | -3.3% |
| YTD | +24.2% | +133.6% | -109.4% | +3.3% |
| 1Y | +24.5% | +110.7% | -86.2% | +4.8% |
| 3Y | +83.6% | +204.3% | -120.6% | +39.0% |
| 5Y | +203.4% | +54.4% | +149.0% | +140.8% |
| All | +127.5% | +661.7% | -534.2% | +42.9% |
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