+560.0%
ETSY vs PENG
+661.7%
-101.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +9.3% | -10.9% | -3.2% |
| 7D | -4.3% | -3.8% | -0.5% | -4.7% |
| 30D | +15.3% | -40.1% | +55.4% | +23.3% |
| 3M | +3.4% | -21.8% | +25.2% | +4.3% |
| 6M | +37.4% | +3.3% | +34.0% | +25.1% |
| YTD | +59.5% | +133.6% | -74.1% | +20.3% |
| 1Y | +49.7% | +110.7% | -61.0% | +15.0% |
| 3Y | +42.6% | +204.3% | -161.7% | -5.6% |
| 5Y | -65.8% | +54.4% | -120.2% | -75.3% |
| All | +560.0% | +661.7% | -101.7% | +265.0% |
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