+112.5%
GEN vs PENG
+720.8%
-608.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +10.3% | -8.2% | +1.2% |
| 7D | -0.8% | +1.9% | -2.7% | -1.4% |
| 30D | +31.2% | -37.8% | +69.0% | +35.6% |
| 3M | +6.1% | -14.1% | +20.2% | +5.7% |
| 6M | +38.1% | +13.1% | +25.0% | +29.9% |
| YTD | +14.4% | +151.8% | -137.4% | -2.3% |
| 1Y | +15.1% | +136.0% | -120.8% | -1.1% |
| 3Y | +68.5% | +217.9% | -149.4% | +36.2% |
| 5Y | +35.8% | +64.1% | -28.3% | +12.9% |
| All | +112.5% | +720.8% | -608.3% | +52.6% |
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