+164.3%
EWY vs PENG
+118.5%
+45.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.4% | -1.8% | +2.3% |
| 7D | +4.8% | +4.5% | +0.3% | +3.2% |
| 30D | +11.7% | -7.1% | +18.8% | +14.1% |
| 3M | -7.4% | -27.3% | +19.9% | -0.1% |
| 6M | +40.6% | +169.6% | -129.0% | +3.5% |
| YTD | +94.3% | +164.6% | -70.4% | +42.7% |
| 1Y | +164.3% | +109.5% | +54.8% | +95.1% |
| All | +164.3% | +118.5% | +45.8% | +95.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling