+153.0%
EWT vs PENG
+115.2%
+37.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.4% | -4.6% | +0.6% |
| 7D | +4.0% | +4.5% | -0.6% | +3.0% |
| 30D | +10.3% | -7.1% | +17.4% | +11.6% |
| 3M | +6.1% | -27.3% | +33.3% | +10.4% |
| 6M | +56.6% | +169.6% | -113.0% | +25.6% |
| YTD | +76.6% | +164.6% | -88.0% | +41.4% |
| 1Y | +97.9% | +109.5% | -11.6% | +64.1% |
| 3Y | +198.0% | +98.9% | +99.1% | +132.6% |
| All | +153.0% | +115.2% | +37.8% | +92.8% |
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