+76.0%
EXE vs PENG
+50.3%
+25.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.3% | +4.6% | +2.5% |
| 7D | -2.2% | -16.1% | +13.9% | -1.2% |
| 30D | -0.3% | -41.5% | +41.2% | +3.2% |
| 3M | -9.3% | -19.1% | +9.8% | -8.9% |
| 6M | -7.2% | +0.9% | -8.2% | -10.8% |
| YTD | -18.9% | +128.2% | -147.1% | -30.0% |
| 1Y | -21.7% | +98.6% | -120.3% | -31.3% |
| 3Y | +21.0% | +188.2% | -167.2% | -5.3% |
| 5Y | +76.0% | +55.5% | +20.5% | +37.0% |
| All | +76.0% | +50.3% | +25.7% | +37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling