+291.2%
ETR vs PENG
+762.7%
-471.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.4% | -6.9% | -0.8% |
| 7D | +1.4% | +4.5% | -3.1% | +1.2% |
| 30D | +1.0% | -7.1% | +8.1% | +1.3% |
| 3M | -1.3% | -27.3% | +26.0% | -0.5% |
| 6M | +1.9% | +169.6% | -167.7% | -5.6% |
| YTD | +18.2% | +164.6% | -146.5% | +9.4% |
| 1Y | +24.7% | +109.5% | -84.8% | +16.8% |
| 3Y | +150.7% | +98.9% | +51.8% | +128.8% |
| 5Y | +127.0% | +116.3% | +10.8% | +101.0% |
| All | +291.2% | +762.7% | -471.5% | +217.1% |
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 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