+219.2%
PENG vs EFV
+91.3%
+127.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | 0.0% | +10.4% | +10.4% |
| 7D | +1.9% | -1.0% | +2.9% | +4.2% |
| 30D | -37.8% | +3.1% | -40.9% | -40.6% |
| 3M | -14.1% | -1.2% | -12.9% | -12.1% |
| 6M | +13.1% | +5.6% | +7.5% | +5.5% |
| YTD | +151.8% | +15.8% | +136.0% | +106.9% |
| 1Y | +136.0% | +20.0% | +116.0% | +84.7% |
| All | +219.2% | +91.3% | +127.8% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling