+65.2%
ETSY vs PENG
+120.5%
-55.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -9.1% | +16.2% | +7.0% |
| 7D | +4.2% | -20.5% | +24.7% | +4.2% |
| 30D | +35.8% | -20.4% | +56.1% | +35.2% |
| 3M | +11.4% | -16.4% | +27.8% | +11.0% |
| 6M | +50.3% | +49.2% | +1.1% | +34.4% |
| YTD | +73.6% | +147.2% | -73.6% | +36.7% |
| 1Y | +65.2% | +124.7% | -59.5% | +32.9% |
| All | +65.2% | +120.5% | -55.3% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling