+120.1%
GD vs PENG
+762.7%
-642.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.4% | -8.2% | -2.3% |
| 7D | -5.3% | +4.5% | -9.8% | -5.6% |
| 30D | -6.4% | -7.1% | +0.7% | -6.0% |
| 3M | +5.7% | -27.3% | +33.0% | +6.8% |
| 6M | -0.9% | +169.6% | -170.5% | -11.9% |
| YTD | +8.2% | +164.6% | -156.5% | -3.8% |
| 1Y | +13.4% | +109.5% | -96.0% | +2.6% |
| 3Y | +68.5% | +98.9% | -30.4% | +46.6% |
| 5Y | +97.2% | +116.3% | -19.1% | +65.0% |
| All | +120.1% | +762.7% | -642.5% | +72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling