+579.6%
PENG vs EXEL
+261.6%
+318.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.1% | +6.1% | +8.5% |
| 7D | -3.8% | +2.3% | -6.1% | -3.8% |
| 30D | -40.1% | +19.8% | -59.9% | -42.7% |
| 3M | -21.8% | +32.7% | -54.5% | -27.1% |
| 6M | +3.3% | +49.0% | -45.6% | -7.3% |
| YTD | +133.6% | +63.7% | +70.0% | +103.5% |
| 1Y | +110.7% | +75.8% | +34.9% | +79.8% |
| 3Y | +204.3% | +241.3% | -37.0% | +107.4% |
| 5Y | +54.4% | +289.0% | -234.7% | +0.2% |
| All | +579.6% | +261.6% | +318.0% | +338.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling