+21.2%
EXE vs PENG
+209.7%
-188.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.3% | +1.0% |
| 7D | +5.3% | +13.2% | -7.9% | +4.9% |
| 30D | -2.2% | -29.9% | +27.7% | -1.4% |
| 3M | -5.9% | -22.2% | +16.3% | -5.5% |
| 6M | -5.7% | -1.9% | -3.8% | -7.1% |
| YTD | -17.8% | +142.1% | -160.0% | -24.1% |
| 1Y | -23.1% | +151.5% | -174.6% | -29.3% |
| 3Y | +21.2% | +206.9% | -185.8% | +2.6% |
| All | +21.2% | +209.7% | -188.6% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling