+98.6%
PENG vs EXEL
+72.0%
+26.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.1% |
| 7D | -16.1% | -2.4% | -13.7% | -15.7% |
| 30D | -41.5% | +17.9% | -59.4% | -41.0% |
| 3M | -19.1% | +33.3% | -52.4% | -18.8% |
| 6M | +0.9% | +46.6% | -45.6% | -1.4% |
| YTD | +128.2% | +61.0% | +67.2% | +113.4% |
| 1Y | +98.6% | +70.4% | +28.1% | +84.3% |
| All | +98.6% | +72.0% | +26.6% | +84.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling