+350.8%
EWT vs PENG
+661.7%
-310.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +9.3% | -2.1% | +5.6% |
| 7D | -5.0% | -3.8% | -1.2% | -4.7% |
| 30D | -16.3% | -40.1% | +23.8% | -9.5% |
| 3M | -7.2% | -21.8% | +14.6% | -4.8% |
| 6M | -0.5% | +3.3% | -3.8% | -4.1% |
| YTD | +50.6% | +133.6% | -83.1% | +26.4% |
| 1Y | +54.8% | +110.7% | -55.9% | +31.8% |
| 3Y | +155.5% | +204.3% | -48.8% | +98.5% |
| 5Y | +116.4% | +54.4% | +62.0% | +75.7% |
| All | +350.8% | +661.7% | -310.8% | +204.0% |
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