+27.1%
ETSY vs PENG
+106.3%
-79.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -2.2% |
| 7D | -12.9% | +7.3% | -20.2% | -13.1% |
| 30D | -11.5% | -7.5% | -4.0% | -11.3% |
| 3M | +3.5% | -17.2% | +20.8% | +2.9% |
| 6M | +27.6% | +176.7% | -149.1% | -0.5% |
| YTD | +28.4% | +161.0% | -132.6% | +0.3% |
| 1Y | +27.1% | +108.8% | -81.8% | +3.9% |
| All | +27.1% | +106.3% | -79.2% | +3.9% |
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