+178.0%
EW vs PENG
+735.0%
-557.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.2% |
| 7D | +4.9% | +34.6% | -29.7% | +1.5% |
| 30D | +24.1% | -35.9% | +60.0% | +28.9% |
| 3M | +13.7% | -14.7% | +28.4% | +13.5% |
| 6M | +32.7% | +13.5% | +19.2% | +24.4% |
| YTD | +24.1% | +156.1% | -132.0% | +3.4% |
| 1Y | +23.6% | +141.3% | -117.7% | +3.6% |
| 3Y | +64.8% | +223.4% | -158.7% | +26.7% |
| 5Y | -8.8% | +67.4% | -76.2% | -26.8% |
| All | +178.0% | +735.0% | -557.0% | +81.7% |
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