+563.8%
PENG vs EFV
+125.9%
+437.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.8% |
| 7D | -16.1% | +2.1% | -18.2% | -18.6% |
| 30D | -41.5% | +3.1% | -44.5% | -44.0% |
| 3M | -19.1% | -1.3% | -17.8% | -17.4% |
| 6M | +0.9% | +6.0% | -5.1% | -6.2% |
| YTD | +128.2% | +15.8% | +112.4% | +88.0% |
| 1Y | +98.6% | +21.1% | +77.5% | +53.5% |
| 3Y | +188.2% | +91.0% | +97.2% | +16.6% |
| 5Y | +55.5% | +94.3% | -38.8% | -37.3% |
| All | +563.8% | +125.9% | +437.9% | +129.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling