+32.7%
GAP vs PENG
+735.0%
-702.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.6% |
| 7D | -5.2% | +34.6% | -39.8% | -11.0% |
| 30D | -6.9% | -35.9% | +29.0% | -0.5% |
| 3M | +5.7% | -14.7% | +20.4% | +5.4% |
| 6M | +0.9% | +13.5% | -12.6% | -11.1% |
| YTD | -14.5% | +156.1% | -170.6% | -39.4% |
| 1Y | -12.1% | +141.3% | -153.4% | -37.0% |
| 3Y | +72.2% | +223.4% | -151.3% | +8.1% |
| 5Y | +4.5% | +67.4% | -62.8% | -29.0% |
| All | +32.7% | +735.0% | -702.3% | -26.9% |
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