+131.5%
ET vs PENG
+644.0%
-512.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +2.1% |
| 7D | -1.9% | -16.1% | +14.2% | -0.3% |
| 30D | -3.1% | -41.5% | +38.4% | +2.2% |
| 3M | -3.9% | -19.1% | +15.2% | -3.3% |
| 6M | +4.0% | +0.9% | +3.1% | -1.3% |
| YTD | +26.4% | +128.2% | -101.8% | +5.4% |
| 1Y | +24.9% | +98.6% | -73.7% | +6.0% |
| 3Y | +85.2% | +188.2% | -103.0% | +41.3% |
| 5Y | +218.3% | +55.5% | +162.8% | +152.0% |
| All | +131.5% | +644.0% | -512.5% | +45.8% |
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 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