+96.7%
GD vs PENG
+31.0%
+65.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -23.0% | +20.7% | -1.5% |
| 7D | -3.9% | -36.7% | +32.8% | -2.5% |
| 30D | +8.1% | -42.0% | +50.1% | +9.8% |
| 3M | -6.8% | -33.2% | +26.4% | -6.0% |
| 6M | +3.0% | +2.1% | +0.9% | +0.1% |
| YTD | +7.8% | +90.3% | -82.5% | +0.5% |
| 1Y | +5.8% | +67.7% | -61.9% | -0.7% |
| 3Y | +55.3% | +154.2% | -98.9% | +39.4% |
| 5Y | +96.7% | +28.3% | +68.4% | +76.6% |
| All | +96.7% | +31.0% | +65.7% | +76.6% |
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