+175.0%
GE vs PENG
+661.7%
-486.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +9.3% | -5.4% | +2.3% |
| 7D | +6.3% | -3.8% | +10.0% | +6.1% |
| 30D | +8.9% | -40.1% | +49.0% | +16.4% |
| 3M | -9.2% | -21.8% | +12.6% | -7.7% |
| 6M | +13.2% | +3.3% | +9.9% | +5.6% |
| YTD | +9.4% | +133.6% | -124.2% | -13.2% |
| 1Y | +9.8% | +110.7% | -100.9% | -11.5% |
| 3Y | +278.2% | +204.3% | +73.9% | +170.5% |
| 5Y | +396.0% | +54.4% | +341.7% | +277.4% |
| All | +175.0% | +661.7% | -486.6% | +74.2% |
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