+40.3%
GEHC vs PENG
+169.6%
-129.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | -0.3% |
| 7D | +3.7% | -16.1% | +19.8% | +4.7% |
| 30D | +27.3% | -41.5% | +68.8% | +32.0% |
| 3M | +14.7% | -19.1% | +33.8% | +15.1% |
| 6M | +31.9% | +0.9% | +31.0% | +24.3% |
| YTD | +2.2% | +128.2% | -126.0% | -15.4% |
| 1Y | +14.1% | +98.6% | -84.5% | -3.8% |
| 3Y | +21.0% | +188.2% | -167.2% | -5.9% |
| All | +40.3% | +169.6% | -129.2% | +0.4% |
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 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