+215.5%
ET vs PENG
+68.7%
+146.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.3% | -10.2% | -0.6% |
| 7D | +1.8% | +1.9% | -0.1% | +1.3% |
| 30D | -3.0% | -37.8% | +34.8% | -0.3% |
| 3M | -4.7% | -14.1% | +9.4% | -4.7% |
| 6M | +2.7% | +13.1% | -10.4% | -1.7% |
| YTD | +26.5% | +151.8% | -125.2% | +10.7% |
| 1Y | +25.0% | +136.0% | -111.0% | +9.9% |
| 3Y | +85.4% | +217.9% | -132.6% | +51.3% |
| 5Y | +215.5% | +64.1% | +151.4% | +158.6% |
| All | +215.5% | +68.7% | +146.8% | +158.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling