+18.6%
GEHC vs PENG
+222.1%
-203.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +10.3% | -11.6% | -2.0% |
| 7D | -3.7% | +1.9% | -5.6% | -4.1% |
| 30D | +22.0% | -37.8% | +59.8% | +25.8% |
| 3M | +13.6% | -14.1% | +27.7% | +13.4% |
| 6M | +34.0% | +13.1% | +20.9% | +23.7% |
| YTD | +0.9% | +151.8% | -150.9% | -19.7% |
| 1Y | +12.7% | +136.0% | -123.2% | -9.5% |
| All | +18.6% | +222.1% | -203.5% | -13.8% |
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