+151.6%
EXC vs PENG
+520.3%
-368.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -23.0% | +23.6% | +1.8% |
| 7D | +1.4% | -36.7% | +38.0% | +3.4% |
| 30D | +11.6% | -42.0% | +53.7% | +14.1% |
| 3M | +2.7% | -33.2% | +35.9% | +3.9% |
| 6M | +2.7% | +2.1% | +0.6% | -0.4% |
| YTD | +9.7% | +90.3% | -80.6% | +1.4% |
| 1Y | +4.5% | +67.7% | -63.1% | -2.7% |
| 3Y | +28.5% | +154.2% | -125.8% | +11.3% |
| 5Y | +43.9% | +28.3% | +15.6% | +28.2% |
| All | +151.6% | +520.3% | -368.7% | +87.2% |
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 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