+29.3%
GDDY vs PENG
+209.7%
-180.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.5% | +7.1% | +1.3% |
| 7D | -0.2% | +13.2% | -13.4% | +0.4% |
| 30D | +10.4% | -29.9% | +40.3% | +9.9% |
| 3M | +13.6% | -22.2% | +35.8% | +13.5% |
| 6M | +33.7% | -1.9% | +35.5% | +30.0% |
| YTD | -8.0% | +142.1% | -150.2% | -18.3% |
| 1Y | -12.9% | +151.5% | -164.4% | -23.0% |
| 3Y | +29.3% | +206.9% | -177.6% | +4.3% |
| All | +29.3% | +209.7% | -180.4% | +4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling