+558.9%
ETN vs PENG
+752.7%
-193.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.2% | -1.3% | +2.9% |
| 7D | +3.5% | -1.2% | +4.7% | +3.8% |
| 30D | -7.5% | -12.9% | +5.4% | -5.0% |
| 3M | +8.3% | -20.5% | +28.8% | +11.3% |
| 6M | +20.2% | +176.8% | -156.7% | -6.0% |
| YTD | +34.7% | +161.6% | -126.9% | +6.1% |
| 1Y | +19.4% | +95.6% | -76.2% | -0.8% |
| 3Y | +85.5% | +111.9% | -26.4% | +41.6% |
| 5Y | +186.6% | +111.4% | +75.2% | +111.2% |
| All | +558.9% | +752.7% | -193.8% | +323.8% |
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