+235.3%
EWY vs PENG
+762.7%
-527.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.4% | -1.8% | +3.3% |
| 7D | +4.8% | +4.5% | +0.3% | +3.9% |
| 30D | +11.7% | -7.1% | +18.8% | +13.1% |
| 3M | -7.4% | -27.3% | +19.9% | -2.5% |
| 6M | +40.6% | +169.6% | -129.0% | +15.5% |
| YTD | +94.3% | +164.6% | -70.4% | +59.6% |
| 1Y | +164.3% | +109.5% | +54.8% | +124.8% |
| 3Y | +221.0% | +98.9% | +122.1% | +156.5% |
| 5Y | +139.1% | +116.3% | +22.9% | +81.5% |
| All | +235.3% | +762.7% | -527.3% | +106.3% |
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