+77.0%
GAP vs PENG
+153.0%
-76.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -23.0% | +17.4% | -2.8% |
| 7D | -2.1% | -36.7% | +34.6% | +2.9% |
| 30D | -5.1% | -42.0% | +36.9% | +0.2% |
| 3M | +9.8% | -33.2% | +43.0% | +12.8% |
| 6M | -3.6% | +2.1% | -5.7% | -14.7% |
| YTD | -9.8% | +90.3% | -100.1% | -32.7% |
| 1Y | -1.5% | +67.7% | -69.1% | -24.3% |
| All | +77.0% | +153.0% | -76.1% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling