-25.6%
PENG vs EFV
-3.8%
-21.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.4% | +13.8% | +13.5% |
| 7D | -19.4% | -0.7% | -18.8% | -16.6% |
| 30D | -42.4% | +0.9% | -43.3% | -41.8% |
| 3M | -25.6% | -3.6% | -22.1% | -18.0% |
| All | -25.6% | -3.8% | -21.9% | -18.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling