+124.1%
GDDY vs PENG
+755.0%
-630.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.9% | -7.4% | -8.2% |
| 7D | -7.6% | +7.8% | -15.4% | -8.6% |
| 30D | +2.0% | -12.2% | +14.2% | +3.4% |
| 3M | +15.1% | -20.6% | +35.7% | +14.8% |
| 6M | -1.1% | +180.9% | -182.1% | -22.6% |
| YTD | -25.1% | +162.3% | -187.4% | -41.0% |
| 1Y | -37.3% | +107.3% | -144.5% | -48.9% |
| 3Y | +24.5% | +110.8% | -86.2% | -7.4% |
| 5Y | +23.5% | +117.8% | -94.3% | -12.0% |
| All | +124.1% | +755.0% | -630.9% | +18.5% |
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 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