+3.4%
EXC vs PENG
+118.5%
-115.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.4% | -8.4% | -1.8% |
| 7D | -0.7% | +4.5% | -5.2% | -0.5% |
| 30D | -4.6% | -7.1% | +2.5% | -4.8% |
| 3M | -2.2% | -27.3% | +25.0% | -2.4% |
| 6M | -10.6% | +169.6% | -180.1% | -10.3% |
| YTD | +1.9% | +164.6% | -162.7% | +2.4% |
| 1Y | +3.4% | +109.5% | -106.1% | +2.9% |
| All | +3.4% | +118.5% | -115.1% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling