+103.5%
PENG vs EXEL
+160.6%
-57.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.2% | +6.6% | +6.5% |
| 7D | +4.5% | +8.4% | -3.8% | +3.6% |
| 30D | -7.1% | +4.1% | -11.2% | -7.6% |
| 3M | -27.3% | +12.4% | -39.7% | -28.6% |
| 6M | +169.6% | +41.5% | +128.0% | +154.8% |
| YTD | +164.6% | +34.6% | +130.0% | +151.2% |
| 1Y | +109.5% | +57.9% | +51.6% | +94.0% |
| All | +103.5% | +160.6% | -57.1% | +75.9% |
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