-26.3%
EW vs PENG
+115.2%
-141.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.3% | -0.5% |
| 7D | -0.3% | +4.5% | -4.9% | -0.8% |
| 30D | +1.0% | -7.1% | +8.2% | +1.5% |
| 3M | +2.8% | -27.3% | +30.1% | +4.2% |
| 6M | +5.5% | +169.6% | -164.1% | -10.3% |
| YTD | +5.5% | +164.6% | -159.2% | -10.4% |
| 1Y | +11.0% | +109.5% | -98.4% | -3.5% |
| 3Y | +17.7% | +98.9% | -81.2% | -2.7% |
| All | -26.3% | +115.2% | -141.5% | -40.5% |
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