+124.7%
PENG vs EFV
+25.8%
+98.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.1% | -12.2% | -14.3% |
| 7D | -20.5% | +2.9% | -23.4% | -24.8% |
| 30D | -20.4% | +3.6% | -23.9% | -25.8% |
| 3M | -16.4% | -0.1% | -16.3% | -16.0% |
| 6M | +49.2% | +9.6% | +39.6% | +29.3% |
| YTD | +147.2% | +17.0% | +130.2% | +88.1% |
| 1Y | +124.7% | +25.7% | +99.0% | +50.7% |
| All | +124.7% | +25.8% | +98.9% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling