+20.0%
EXE vs PENG
+101.4%
-81.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.6% | -1.3% |
| 7D | -0.3% | +4.5% | -4.8% | -0.4% |
| 30D | +8.5% | -7.1% | +15.6% | +8.6% |
| 3M | +5.5% | -27.3% | +32.7% | +6.1% |
| 6M | -5.9% | +169.6% | -175.5% | -11.4% |
| YTD | -9.7% | +164.6% | -174.3% | -15.1% |
| 1Y | +3.6% | +109.5% | -105.9% | -1.4% |
| All | +20.0% | +101.4% | -81.4% | +12.4% |
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