+669.7%
PENG vs EXR
+153.1%
+516.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.2% | +7.7% | +6.9% |
| 7D | +4.5% | -2.6% | +7.1% | +5.5% |
| 30D | -7.1% | -7.2% | +0.1% | -4.6% |
| 3M | -27.3% | -3.5% | -23.8% | -27.3% |
| 6M | +169.6% | -5.3% | +174.9% | +171.6% |
| YTD | +164.6% | +9.4% | +155.3% | +151.5% |
| 1Y | +109.5% | +1.3% | +108.2% | +104.5% |
| 3Y | +98.9% | +22.4% | +76.5% | +76.6% |
| 5Y | +116.3% | -12.2% | +128.5% | +114.9% |
| All | +669.7% | +153.1% | +516.5% | +427.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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