+162.4%
EWY vs PENG
+720.8%
-558.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +10.3% | -4.1% | +3.9% |
| 7D | -2.8% | +1.9% | -4.7% | -3.4% |
| 30D | -13.1% | -37.8% | +24.7% | -4.8% |
| 3M | -11.6% | -14.1% | +2.5% | -10.1% |
| 6M | -23.4% | +13.1% | -36.5% | -26.8% |
| YTD | +52.0% | +151.8% | -99.8% | +24.6% |
| 1Y | +58.6% | +136.0% | -77.4% | +31.3% |
| 3Y | +163.3% | +217.9% | -54.6% | +97.6% |
| 5Y | +108.7% | +64.1% | +44.6% | +64.8% |
| All | +162.4% | +720.8% | -558.4% | +61.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling