+165.0%
GE vs PENG
+597.2%
-432.2%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +12.4% | -9.7% | +0.7% |
| 7D | +7.1% | -19.4% | +26.6% | +9.9% |
| 30D | +6.5% | -42.4% | +48.9% | +14.6% |
| 3M | -13.6% | -25.6% | +12.1% | -11.5% |
| 6M | +6.0% | +7.3% | -1.3% | -2.2% |
| YTD | +5.4% | +113.9% | -108.5% | -15.2% |
| 1Y | +6.5% | +93.6% | -87.1% | -13.0% |
| 3Y | +268.6% | +170.2% | +98.4% | +168.9% |
| 5Y | +389.0% | +44.2% | +344.9% | +276.1% |
| All | +165.0% | +597.2% | -432.2% | +70.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling