+536.4%
ETN vs PENG
+762.7%
-226.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.4% | -3.0% | +2.1% |
| 7D | +2.0% | +4.5% | -2.5% | +1.1% |
| 30D | -7.9% | -7.1% | -0.8% | -6.7% |
| 3M | -1.6% | -27.3% | +25.7% | +2.7% |
| 6M | +16.9% | +169.6% | -152.7% | -8.1% |
| YTD | +30.1% | +164.6% | -134.6% | +2.2% |
| 1Y | +19.3% | +109.5% | -90.2% | -2.3% |
| 3Y | +82.5% | +98.9% | -16.4% | +41.0% |
| 5Y | +166.8% | +116.3% | +50.6% | +95.7% |
| All | +536.4% | +762.7% | -226.3% | +308.4% |
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