+7.1%
GAP vs PENG
+42.1%
-35.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +12.4% | -16.5% | -6.3% |
| 7D | -3.8% | -19.4% | +15.7% | -1.0% |
| 30D | -9.0% | -42.4% | +33.4% | -1.3% |
| 3M | +5.5% | -25.6% | +31.1% | +7.6% |
| 6M | -11.1% | +7.3% | -18.4% | -22.6% |
| YTD | -13.6% | +113.9% | -127.4% | -38.9% |
| 1Y | -2.9% | +93.6% | -96.4% | -29.7% |
| 3Y | +69.6% | +170.2% | -100.6% | +2.1% |
| All | +7.1% | +42.1% | -35.0% | -31.9% |
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 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