+168.3%
EW vs PENG
+597.2%
-428.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +12.4% | -11.1% | 0.0% |
| 7D | +11.0% | -19.4% | +30.5% | +12.9% |
| 30D | +19.1% | -42.4% | +61.5% | +25.1% |
| 3M | +14.4% | -25.6% | +40.0% | +15.9% |
| 6M | +22.8% | +7.3% | +15.5% | +15.4% |
| YTD | +19.8% | +113.9% | -94.0% | +1.8% |
| 1Y | +23.9% | +93.6% | -69.7% | +6.4% |
| 3Y | +52.2% | +170.2% | -118.0% | +19.5% |
| 5Y | -13.9% | +44.2% | -58.1% | -29.8% |
| All | +168.3% | +597.2% | -428.8% | +79.0% |
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