+143.2%
EWY vs PENG
+597.2%
-453.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +12.4% | -8.3% | +1.4% |
| 7D | -10.4% | -19.4% | +9.1% | -6.5% |
| 30D | -25.4% | -42.4% | +17.0% | -16.9% |
| 3M | -16.5% | -25.6% | +9.1% | -12.3% |
| 6M | -24.7% | +7.3% | -32.0% | -27.0% |
| YTD | +40.9% | +113.9% | -72.9% | +19.7% |
| 1Y | +49.8% | +93.6% | -43.8% | +29.3% |
| 3Y | +134.8% | +170.2% | -35.4% | +82.6% |
| 5Y | +91.4% | +44.2% | +47.2% | +55.8% |
| All | +143.2% | +597.2% | -453.9% | +54.8% |
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 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