+152.1%
EXE vs PENG
+121.9%
+30.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.3% | -9.5% | 0.0% |
| 7D | +1.5% | +1.9% | -0.3% | +1.0% |
| 30D | -0.2% | -37.8% | +37.6% | +2.9% |
| 3M | -9.2% | -14.1% | +4.9% | -9.3% |
| 6M | -7.2% | +13.1% | -20.4% | -11.7% |
| YTD | -18.3% | +151.8% | -170.1% | -29.9% |
| 1Y | -23.6% | +136.0% | -159.6% | -34.0% |
| 3Y | +21.9% | +217.9% | -196.0% | -4.4% |
| 5Y | +73.7% | +64.1% | +9.6% | +39.9% |
| All | +152.1% | +121.9% | +30.1% | +92.7% |
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 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