+37.2%
GAP vs PENG
+644.0%
-606.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.7% |
| 7D | -0.1% | -16.1% | +16.0% | +2.4% |
| 30D | -5.4% | -41.5% | +36.1% | +3.1% |
| 3M | +2.9% | -19.1% | +22.0% | +3.6% |
| 6M | -4.4% | +0.9% | -5.3% | -13.7% |
| YTD | -11.6% | +128.2% | -139.8% | -35.8% |
| 1Y | -6.0% | +98.6% | -104.6% | -29.7% |
| 3Y | +78.0% | +188.2% | -110.2% | +14.6% |
| 5Y | +8.5% | +55.5% | -47.0% | -25.2% |
| All | +37.2% | +644.0% | -606.8% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling