-65.5%
ETSY vs PENG
+42.1%
-107.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +12.4% | -14.1% | -3.8% |
| 7D | +1.1% | -19.4% | +20.5% | +3.7% |
| 30D | +25.8% | -42.4% | +68.2% | +35.8% |
| 3M | +9.3% | -25.6% | +35.0% | +11.1% |
| 6M | +38.4% | +7.3% | +31.1% | +20.6% |
| YTD | +62.2% | +113.9% | -51.6% | +15.1% |
| 1Y | +58.3% | +93.6% | -35.2% | +15.0% |
| 3Y | +42.6% | +170.2% | -127.7% | -18.4% |
| All | -65.5% | +42.1% | -107.6% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling