+62.3%
PENG vs EXEL
+281.2%
-218.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.3% | -5.2% |
| 7D | +13.2% | -0.8% | +14.0% | +13.5% |
| 30D | -29.9% | +13.1% | -43.1% | -31.8% |
| 3M | -22.2% | +36.3% | -58.6% | -27.9% |
| 6M | -1.9% | +34.5% | -36.4% | -9.7% |
| YTD | +142.1% | +57.4% | +84.7% | +111.7% |
| 1Y | +151.5% | +62.9% | +88.6% | +117.5% |
| 3Y | +206.9% | +229.5% | -22.6% | +91.8% |
| All | +62.3% | +281.2% | -218.9% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling