+27.0%
GDDY vs PENG
+107.0%
-80.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +0.8% |
| 7D | -8.1% | +7.3% | -15.4% | -8.2% |
| 30D | +2.3% | -7.5% | +9.8% | +2.3% |
| 3M | +14.7% | -17.2% | +32.0% | +14.3% |
| 6M | +2.1% | +176.7% | -174.7% | -9.6% |
| YTD | -24.6% | +161.0% | -185.6% | -33.0% |
| 1Y | -37.1% | +108.8% | -146.0% | -43.2% |
| All | +27.0% | +107.0% | -80.0% | +6.5% |
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