+171.2%
GE vs PENG
+735.0%
-563.8%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -3.7% |
| 7D | +5.1% | +34.6% | -29.5% | +0.1% |
| 30D | +7.6% | -35.9% | +43.5% | +13.7% |
| 3M | -9.3% | -14.7% | +5.4% | -9.2% |
| 6M | +11.5% | +13.5% | -2.0% | +2.4% |
| YTD | +7.9% | +156.1% | -148.3% | -15.7% |
| 1Y | +7.6% | +141.3% | -133.7% | -15.2% |
| 3Y | +265.9% | +223.4% | +42.4% | +159.1% |
| 5Y | +405.9% | +67.4% | +338.5% | +279.9% |
| All | +171.2% | +735.0% | -563.8% | +69.2% |
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