+46.5%
ETSY vs PENG
+118.5%
-71.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +6.4% | -13.2% | -7.0% |
| 7D | -8.5% | +4.5% | -13.0% | -8.6% |
| 30D | -10.9% | -7.1% | -3.8% | -10.7% |
| 3M | +14.1% | -27.3% | +41.4% | +15.4% |
| 6M | +37.5% | +169.6% | -132.1% | +8.1% |
| YTD | +38.0% | +164.6% | -126.6% | +7.8% |
| 1Y | +46.5% | +109.5% | -62.9% | +12.6% |
| All | +46.5% | +118.5% | -71.9% | +12.6% |
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