+453.5%
PENG vs EXEL
+246.3%
+207.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -5.6% | -17.5% | -21.6% |
| 7D | -36.7% | +3.8% | -40.5% | -37.1% |
| 30D | -42.0% | +17.8% | -59.8% | -44.3% |
| 3M | -33.2% | +21.2% | -54.4% | -36.5% |
| 6M | +2.1% | +54.7% | -52.6% | -9.4% |
| YTD | +90.3% | +56.8% | +33.5% | +67.4% |
| 1Y | +67.7% | +70.2% | -2.5% | +44.1% |
| 3Y | +154.2% | +227.2% | -73.0% | +75.0% |
| 5Y | +28.3% | +254.9% | -226.6% | -14.9% |
| All | +453.5% | +246.3% | +207.1% | +260.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling