+102.7%
EWT vs PENG
+42.1%
+60.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +12.4% | -8.5% | +1.3% |
| 7D | -11.7% | -19.4% | +7.7% | -8.3% |
| 30D | -23.2% | -42.4% | +19.2% | -15.0% |
| 3M | -12.5% | -25.6% | +13.2% | -8.8% |
| 6M | -5.9% | +7.3% | -13.2% | -10.9% |
| YTD | +40.5% | +113.9% | -73.4% | +15.3% |
| 1Y | +43.7% | +93.6% | -49.8% | +19.9% |
| 3Y | +136.6% | +170.2% | -33.6% | +77.0% |
| All | +102.7% | +42.1% | +60.5% | +53.8% |
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