+124.6%
GD vs PENG
+705.8%
-581.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.1% | +6.5% | -1.9% |
| 7D | +3.0% | -20.5% | +23.4% | +4.5% |
| 30D | +10.5% | -20.4% | +30.9% | +11.8% |
| 3M | -5.0% | -16.4% | +11.5% | -4.6% |
| 6M | +5.5% | +49.2% | -43.7% | -1.5% |
| YTD | +10.3% | +147.2% | -136.8% | -2.2% |
| 1Y | +8.2% | +124.7% | -116.5% | -3.4% |
| 3Y | +59.0% | +230.3% | -171.2% | +32.4% |
| 5Y | +104.3% | +71.4% | +32.9% | +74.3% |
| All | +124.6% | +705.8% | -581.3% | +75.6% |
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 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