+9.8%
GAP vs PENG
+115.2%
-105.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.4% | -5.9% | -0.8% |
| 7D | -4.5% | +4.5% | -9.0% | -5.3% |
| 30D | +9.0% | -7.1% | +16.1% | +10.0% |
| 3M | +5.0% | -27.3% | +32.3% | +7.2% |
| 6M | -17.8% | +169.6% | -187.4% | -42.0% |
| YTD | -10.4% | +164.6% | -175.0% | -36.9% |
| 1Y | -3.4% | +109.5% | -112.9% | -28.3% |
| 3Y | +111.5% | +98.9% | +12.6% | +41.9% |
| All | +9.8% | +115.2% | -105.4% | -30.3% |
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