+258.9%
GE vs PENG
+153.0%
+105.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -23.0% | +18.6% | -1.9% |
| 7D | +0.5% | -36.7% | +37.2% | +5.2% |
| 30D | +1.7% | -42.0% | +43.8% | +6.9% |
| 3M | -17.3% | -33.2% | +15.9% | -14.9% |
| 6M | +10.1% | +2.1% | +8.0% | +2.2% |
| YTD | +2.6% | +90.3% | -87.7% | -15.3% |
| 1Y | +3.7% | +67.7% | -63.9% | -12.7% |
| All | +258.9% | +153.0% | +105.9% | +171.4% |
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