-5.9%
EXE vs PENG
+170.4%
-176.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.6% | -0.9% |
| 7D | -0.3% | +4.5% | -4.8% | -0.1% |
| 30D | +8.5% | -7.1% | +15.6% | +8.2% |
| 3M | +5.5% | -27.3% | +32.7% | +5.1% |
| 6M | -5.9% | +169.6% | -175.5% | +9.2% |
| All | -5.9% | +170.4% | -176.3% | +9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling