+8.5%
ETSY vs PENG
+111.6%
-103.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -3.9% | -4.7% |
| 7D | -10.9% | +7.8% | -18.7% | -11.6% |
| 30D | -14.9% | -12.2% | -2.7% | -14.0% |
| 3M | +5.8% | -20.6% | +26.4% | +6.1% |
| 6M | +29.1% | +180.9% | -151.8% | +6.6% |
| YTD | +31.3% | +162.3% | -130.9% | +9.1% |
| 1Y | +25.1% | +107.3% | -82.2% | +6.8% |
| 3Y | +8.5% | +110.8% | -102.3% | -14.2% |
| All | +8.5% | +111.6% | -103.2% | -14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling