+28.1%
GDDY vs PENG
+100.5%
-72.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.8% | +7.7% | +3.3% |
| 7D | -7.0% | 0.0% | -7.0% | -7.0% |
| 30D | +6.2% | -15.2% | +21.4% | +7.3% |
| 3M | +20.0% | -16.9% | +37.0% | +18.8% |
| 6M | +6.8% | +161.5% | -154.7% | -12.4% |
| YTD | -22.3% | +148.6% | -170.9% | -36.1% |
| 1Y | -33.5% | +89.6% | -123.1% | -43.3% |
| 3Y | +29.2% | +99.8% | -70.5% | -0.1% |
| 5Y | +28.1% | +100.9% | -72.8% | +0.4% |
| All | +28.1% | +100.5% | -72.5% | +0.4% |
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