-15.0%
EW vs PENG
+31.0%
-46.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -23.0% | +24.5% | +3.4% |
| 7D | +6.8% | -36.7% | +43.4% | +10.5% |
| 30D | +16.6% | -42.0% | +58.6% | +21.1% |
| 3M | +13.3% | -33.2% | +46.5% | +15.6% |
| 6M | +21.6% | +2.1% | +19.5% | +14.4% |
| YTD | +18.3% | +90.3% | -72.0% | +1.7% |
| 1Y | +21.7% | +67.7% | -46.0% | +6.1% |
| 3Y | +50.3% | +154.2% | -103.9% | +16.6% |
| 5Y | -15.0% | +28.3% | -43.3% | -31.2% |
| All | -15.0% | +31.0% | -46.0% | -31.2% |
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 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