+173.3%
EW vs PENG
+644.0%
-470.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.7% | -0.4% |
| 7D | +9.3% | -16.1% | +25.3% | +10.7% |
| 30D | +22.1% | -41.5% | +63.5% | +28.1% |
| 3M | +13.0% | -19.1% | +32.1% | +13.5% |
| 6M | +30.1% | +0.9% | +29.2% | +23.6% |
| YTD | +22.0% | +128.2% | -106.2% | +2.9% |
| 1Y | +23.7% | +98.6% | -74.9% | +6.1% |
| 3Y | +62.0% | +188.2% | -126.2% | +26.2% |
| 5Y | -12.4% | +55.5% | -67.9% | -29.2% |
| All | +173.3% | +644.0% | -470.7% | +81.0% |
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