+55.0%
EWZ vs PENG
+115.2%
-60.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.4% | -7.1% | -1.3% |
| 7D | +6.5% | +4.5% | +2.0% | +6.0% |
| 30D | +4.8% | -7.1% | +12.0% | +5.3% |
| 3M | +9.9% | -27.3% | +37.2% | +11.4% |
| 6M | +1.9% | +169.6% | -167.6% | -11.3% |
| YTD | +20.3% | +164.6% | -144.3% | +4.6% |
| 1Y | +35.6% | +109.5% | -73.9% | +20.2% |
| 3Y | +43.4% | +98.9% | -55.5% | +22.2% |
| All | +55.0% | +115.2% | -60.2% | +35.2% |
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