+3.2%
EXC vs PENG
+143.7%
-140.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | +0.1% |
| 7D | -1.9% | +34.6% | -36.5% | -0.7% |
| 30D | +7.8% | -35.9% | +43.7% | +6.8% |
| 3M | +1.9% | -14.7% | +16.6% | +1.8% |
| 6M | +3.4% | +13.5% | -10.2% | +4.2% |
| YTD | +7.6% | +156.1% | -148.6% | +9.0% |
| All | +3.2% | +143.7% | -140.5% | +4.7% |
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