+43.6%
PENG vs EFV
+87.6%
-43.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.4% | +13.8% | +14.5% |
| 7D | -19.4% | -0.7% | -18.8% | -18.9% |
| 30D | -42.4% | +0.9% | -43.3% | -43.3% |
| 3M | -25.6% | -3.6% | -22.1% | -21.5% |
| 6M | +7.3% | +2.5% | +4.8% | +4.5% |
| YTD | +113.9% | +13.2% | +100.7% | +81.8% |
| 1Y | +93.6% | +20.3% | +73.2% | +50.8% |
| 3Y | +170.2% | +84.9% | +85.3% | +14.5% |
| All | +43.6% | +87.6% | -43.9% | -41.5% |
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