+307.4%
ETR vs PENG
+644.0%
-336.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | 0.0% |
| 7D | +2.6% | -16.1% | +18.6% | +3.3% |
| 30D | +8.7% | -41.5% | +50.1% | +11.2% |
| 3M | +6.4% | -19.1% | +25.5% | +6.7% |
| 6M | +0.7% | +0.9% | -0.2% | -1.4% |
| YTD | +23.0% | +128.2% | -105.2% | +14.0% |
| 1Y | +17.9% | +98.6% | -80.7% | +10.1% |
| 3Y | +154.9% | +188.2% | -33.3% | +126.7% |
| 5Y | +157.3% | +55.5% | +101.8% | +131.7% |
| All | +307.4% | +644.0% | -336.6% | +230.4% |
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 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