+320.6%
EWT vs PENG
+597.2%
-276.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +12.4% | -8.5% | +1.8% |
| 7D | -11.7% | -19.4% | +7.7% | -8.8% |
| 30D | -23.2% | -42.4% | +19.2% | -16.4% |
| 3M | -12.5% | -25.6% | +13.2% | -9.4% |
| 6M | -5.9% | +7.3% | -13.2% | -9.8% |
| YTD | +40.5% | +113.9% | -73.4% | +19.7% |
| 1Y | +43.7% | +93.6% | -49.8% | +24.2% |
| 3Y | +136.6% | +170.2% | -33.6% | +87.5% |
| 5Y | +105.1% | +44.2% | +60.9% | +68.6% |
| All | +320.6% | +597.2% | -276.5% | +188.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling