+146.7%
EXC vs PENG
+597.2%
-450.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +12.4% | -14.3% | -2.6% |
| 7D | -1.2% | -19.4% | +18.3% | -0.4% |
| 30D | +10.0% | -42.4% | +52.3% | +12.5% |
| 3M | +1.6% | -25.6% | +27.3% | +2.3% |
| 6M | +3.3% | +7.3% | -4.0% | 0.0% |
| YTD | +7.6% | +113.9% | -106.3% | -1.2% |
| 1Y | +3.5% | +93.6% | -90.1% | -4.4% |
| 3Y | +27.7% | +170.2% | -142.6% | +10.6% |
| 5Y | +41.1% | +44.2% | -3.1% | +24.9% |
| All | +146.7% | +597.2% | -450.5% | +82.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling