+157.1%
EWT vs PENG
+209.7%
-52.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +1.4% |
| 7D | +9.1% | +13.2% | -4.1% | +5.9% |
| 30D | -12.2% | -29.9% | +17.7% | -6.1% |
| 3M | -9.4% | -22.2% | +12.8% | -6.4% |
| 6M | +2.7% | -1.9% | +4.5% | -1.7% |
| YTD | +53.3% | +142.1% | -88.8% | +19.9% |
| 1Y | +59.2% | +151.5% | -92.3% | +23.5% |
| 3Y | +157.1% | +206.9% | -49.8% | +82.4% |
| All | +157.1% | +209.7% | -52.6% | +82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling