+2.1%
PENG vs EXEL
+54.6%
-52.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -5.6% | -17.5% | -22.6% |
| 7D | -36.7% | +3.8% | -40.5% | -35.2% |
| 30D | -42.0% | +17.8% | -59.8% | -40.1% |
| 3M | -33.2% | +21.2% | -54.4% | -30.6% |
| 6M | +2.1% | +54.7% | -52.6% | +2.2% |
| All | +2.1% | +54.6% | -52.5% | +2.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling