+103.3%
PENG vs EFV
+22.1%
+81.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.7% | +6.5% | +4.5% |
| 7D | -3.8% | +1.7% | -5.5% | -6.3% |
| 30D | -40.1% | +3.4% | -43.5% | -43.5% |
| 3M | -21.8% | -1.7% | -20.1% | -18.4% |
| 6M | +3.3% | +6.4% | -3.1% | -5.5% |
| YTD | +133.6% | +16.3% | +117.4% | +82.8% |
| All | +103.3% | +22.1% | +81.2% | +48.8% |
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