-2.9%
GAP vs PENG
+88.9%
-91.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +12.4% | -16.5% | -4.3% |
| 7D | -3.8% | -19.4% | +15.7% | -3.4% |
| 30D | -9.0% | -42.4% | +33.4% | -8.2% |
| 3M | +5.5% | -25.6% | +31.1% | +5.5% |
| 6M | -11.1% | +7.3% | -18.4% | -18.2% |
| YTD | -13.6% | +113.9% | -127.4% | -31.9% |
| 1Y | -2.9% | +93.6% | -96.4% | -21.7% |
| All | -2.9% | +88.9% | -91.8% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling