+57.8%
EWZ vs PENG
+42.1%
+15.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +12.4% | -11.7% | -0.3% |
| 7D | -1.5% | -19.4% | +18.0% | -0.2% |
| 30D | -24.5% | -42.4% | +17.9% | -21.6% |
| 3M | -10.7% | -25.6% | +15.0% | -9.6% |
| 6M | -19.1% | +7.3% | -26.4% | -22.8% |
| YTD | +1.6% | +113.9% | -112.2% | -10.6% |
| 1Y | +4.3% | +93.6% | -89.3% | -7.4% |
| 3Y | +19.0% | +170.2% | -151.3% | -1.0% |
| All | +57.8% | +42.1% | +15.7% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling