+107.8%
PENG vs EFV
+96.9%
+11.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.1% | +6.6% | +6.6% |
| 7D | +4.5% | +1.5% | +3.1% | +2.2% |
| 30D | -7.1% | +1.7% | -8.8% | -9.4% |
| 3M | -27.3% | +8.6% | -35.9% | -35.1% |
| 6M | +169.6% | +11.7% | +157.9% | +132.1% |
| YTD | +164.6% | +19.3% | +145.3% | +107.6% |
| 1Y | +109.5% | +30.2% | +79.3% | +45.1% |
| 3Y | +98.9% | +91.6% | +7.3% | -20.2% |
| All | +107.8% | +96.9% | +11.0% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling