+124.6%
ET vs PENG
+520.3%
-395.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -23.0% | +21.6% | +1.4% |
| 7D | -8.1% | -36.7% | +28.6% | -3.5% |
| 30D | -7.5% | -42.0% | +34.6% | -2.4% |
| 3M | -4.1% | -33.2% | +29.1% | -1.1% |
| 6M | -2.7% | +2.1% | -4.8% | -8.2% |
| YTD | +22.6% | +90.3% | -67.7% | +4.6% |
| 1Y | +22.0% | +67.7% | -45.7% | +5.7% |
| 3Y | +72.8% | +154.2% | -81.5% | +33.6% |
| 5Y | +201.4% | +28.3% | +173.1% | +144.7% |
| All | +124.6% | +520.3% | -395.8% | +44.7% |
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