+303.2%
ETR vs PENG
+597.2%
-294.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +12.4% | -12.2% | -0.4% |
| 7D | +0.4% | -19.4% | +19.8% | +1.2% |
| 30D | +7.5% | -42.4% | +49.9% | +10.2% |
| 3M | +4.4% | -25.6% | +30.1% | +5.2% |
| 6M | -1.5% | +7.3% | -8.8% | -4.1% |
| YTD | +21.8% | +113.9% | -92.1% | +13.2% |
| 1Y | +18.4% | +93.6% | -75.2% | +10.6% |
| 3Y | +148.5% | +170.2% | -21.7% | +121.8% |
| 5Y | +152.6% | +44.2% | +108.4% | +128.5% |
| All | +303.2% | +597.2% | -294.0% | +228.1% |
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