+62.3%
PENG vs EFV
+93.2%
-30.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.8% | -6.0% |
| 7D | +13.2% | +2.5% | +10.7% | +9.3% |
| 30D | -29.9% | +2.9% | -32.8% | -33.0% |
| 3M | -22.2% | -1.4% | -20.8% | -20.4% |
| 6M | -1.9% | +5.5% | -7.4% | -8.4% |
| YTD | +142.1% | +16.1% | +126.1% | +98.7% |
| 1Y | +151.5% | +20.3% | +131.2% | +96.3% |
| 3Y | +206.9% | +90.4% | +116.5% | +24.9% |
| All | +62.3% | +93.2% | -30.9% | -37.0% |
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 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