+70.6%
GEN vs PENG
+209.7%
-139.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.5% | +7.9% | +2.7% |
| 7D | +2.0% | +13.2% | -11.2% | +1.3% |
| 30D | +27.7% | -29.9% | +57.7% | +30.0% |
| 3M | +3.3% | -22.2% | +25.5% | +3.7% |
| 6M | +31.8% | -1.9% | +33.7% | +23.6% |
| YTD | +13.5% | +142.1% | -128.6% | -8.2% |
| 1Y | +16.0% | +151.5% | -135.5% | -6.8% |
| 3Y | +70.6% | +206.9% | -136.4% | +23.5% |
| All | +70.6% | +209.7% | -139.2% | +23.5% |
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