+158.0%
GE vs PENG
+520.3%
-362.3%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -23.0% | +18.6% | -0.8% |
| 7D | +0.5% | -36.7% | +37.2% | +7.2% |
| 30D | +1.7% | -42.0% | +43.8% | +9.2% |
| 3M | -17.3% | -33.2% | +15.9% | -13.8% |
| 6M | +10.1% | +2.1% | +8.0% | +2.3% |
| YTD | +2.6% | +90.3% | -87.7% | -15.8% |
| 1Y | +3.7% | +67.7% | -63.9% | -13.2% |
| 3Y | +268.3% | +154.2% | +114.1% | +171.1% |
| 5Y | +376.2% | +28.3% | +347.9% | +273.4% |
| All | +158.0% | +520.3% | -362.3% | +69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling