+21.6%
EW vs PENG
+10.2%
+11.4%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -23.0% | +24.5% | +1.0% |
| 7D | +6.8% | -36.7% | +43.4% | +6.0% |
| 30D | +16.6% | -42.0% | +58.6% | +15.6% |
| 3M | +13.3% | -33.2% | +46.5% | +12.7% |
| 6M | +21.6% | +2.1% | +19.5% | +19.5% |
| All | +21.6% | +10.2% | +11.4% | +19.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling