+106.0%
GEN vs PENG
+735.0%
-629.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -3.2% |
| 7D | -3.0% | +34.6% | -37.6% | -5.6% |
| 30D | +24.7% | -35.9% | +60.6% | +28.5% |
| 3M | +4.1% | -14.7% | +18.8% | +3.8% |
| 6M | +36.0% | +13.5% | +22.5% | +28.0% |
| YTD | +10.9% | +156.1% | -145.3% | -5.5% |
| 1Y | +12.2% | +141.3% | -129.2% | -3.9% |
| 3Y | +63.3% | +223.4% | -160.1% | +31.8% |
| 5Y | +29.0% | +67.4% | -38.4% | +7.1% |
| All | +106.0% | +735.0% | -629.0% | +47.6% |
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