+107.8%
PENG vs EXEL
+199.5%
-91.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.2% | +6.6% | +6.5% |
| 7D | +4.5% | +8.4% | -3.8% | +2.4% |
| 30D | -7.1% | +4.1% | -11.2% | -8.3% |
| 3M | -27.3% | +12.4% | -39.7% | -30.0% |
| 6M | +169.6% | +41.5% | +128.0% | +142.5% |
| YTD | +164.6% | +34.6% | +130.0% | +140.3% |
| 1Y | +109.5% | +57.9% | +51.6% | +80.7% |
| 3Y | +98.9% | +159.5% | -60.6% | +35.9% |
| All | +107.8% | +199.5% | -91.7% | +23.1% |
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