+9.9%
GAP vs PENG
+31.0%
-21.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -23.0% | +17.4% | -1.5% |
| 7D | -2.1% | -36.7% | +34.6% | +5.3% |
| 30D | -5.1% | -42.0% | +36.9% | +2.7% |
| 3M | +9.8% | -33.2% | +43.0% | +14.4% |
| 6M | -3.6% | +2.1% | -5.7% | -15.7% |
| YTD | -9.8% | +90.3% | -100.1% | -34.7% |
| 1Y | -1.5% | +67.7% | -69.1% | -26.4% |
| 3Y | +74.3% | +154.2% | -79.9% | +5.5% |
| 5Y | +9.9% | +28.3% | -18.4% | -28.4% |
| All | +9.9% | +31.0% | -21.1% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling