+280.4%
GE vs PENG
+101.4%
+179.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.4% | -5.3% | +0.4% |
| 7D | -1.6% | +4.5% | -6.1% | -2.1% |
| 30D | -11.6% | -7.1% | -4.5% | -11.0% |
| 3M | +3.0% | -27.3% | +30.3% | +4.8% |
| 6M | -0.5% | +169.6% | -170.1% | -16.7% |
| YTD | +9.7% | +164.6% | -154.9% | -8.3% |
| 1Y | +20.0% | +109.5% | -89.4% | +2.9% |
| All | +280.4% | +101.4% | +179.0% | +208.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling