-4.9%
GAP vs PENG
+108.0%
-112.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.3% | -5.8% | +3.3% |
| 7D | 0.0% | -3.8% | +3.8% | +0.1% |
| 30D | -4.3% | -40.1% | +35.8% | -3.5% |
| 3M | +9.4% | -21.8% | +31.2% | +9.4% |
| 6M | -3.3% | +3.3% | -6.6% | -9.3% |
| YTD | -10.5% | +133.6% | -144.2% | -29.3% |
| All | -4.9% | +108.0% | -112.9% | -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 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