+170.2%
PENG vs EXEL
+231.1%
-60.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.3% | +11.1% | +12.2% |
| 7D | -19.4% | +0.3% | -19.7% | -19.2% |
| 30D | -42.4% | +19.0% | -61.4% | -43.2% |
| 3M | -25.6% | +33.3% | -58.9% | -27.5% |
| 6M | +7.3% | +42.9% | -35.6% | +3.0% |
| YTD | +113.9% | +58.7% | +55.1% | +101.5% |
| 1Y | +93.6% | +70.5% | +23.1% | +80.8% |
| 3Y | +170.2% | +233.8% | -63.6% | +146.4% |
| All | +170.2% | +231.1% | -60.9% | +146.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling