+80.1%
GAP vs PENG
+191.6%
-111.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.3% | -5.8% | +2.4% |
| 7D | 0.0% | -3.8% | +3.8% | -0.1% |
| 30D | -4.3% | -40.1% | +35.8% | +0.9% |
| 3M | +9.4% | -21.8% | +31.2% | +10.4% |
| 6M | -3.3% | +3.3% | -6.6% | -12.5% |
| YTD | -10.5% | +133.6% | -144.2% | -34.9% |
| 1Y | -2.4% | +110.7% | -113.1% | -27.4% |
| 3Y | +80.1% | +204.3% | -124.2% | +9.9% |
| All | +80.1% | +191.6% | -111.5% | +9.9% |
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 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