+425.7%
EWT vs PENG
+755.0%
-329.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | +1.6% | +7.8% | -6.2% | +0.3% |
| 30D | +8.2% | -12.2% | +20.4% | +10.3% |
| 3M | +11.1% | -20.6% | +31.7% | +13.5% |
| 6M | +60.4% | +180.9% | -120.5% | +32.8% |
| YTD | +75.6% | +162.3% | -86.7% | +46.4% |
| 1Y | +91.3% | +107.3% | -16.0% | +64.4% |
| 3Y | +200.3% | +110.8% | +89.5% | +142.5% |
| 5Y | +156.4% | +117.8% | +38.5% | +100.0% |
| All | +425.7% | +755.0% | -329.3% | +252.1% |
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