+136.0%
EXC vs PENG
+762.7%
-626.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.4% | -7.5% | -1.4% |
| 7D | +0.3% | +4.5% | -4.3% | 0.0% |
| 30D | -3.7% | -7.1% | +3.4% | -3.4% |
| 3M | -1.3% | -27.3% | +26.0% | -0.5% |
| 6M | -9.7% | +169.6% | -179.3% | -17.2% |
| YTD | +2.9% | +164.6% | -161.7% | -5.8% |
| 1Y | +4.4% | +109.5% | -105.1% | -3.2% |
| 3Y | +22.2% | +98.9% | -76.7% | +9.4% |
| 5Y | +46.7% | +116.3% | -69.5% | +26.4% |
| All | +136.0% | +762.7% | -626.7% | +74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling