+86.0%
GEN vs PENG
+153.0%
-67.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -23.0% | +22.1% | +0.4% |
| 7D | +8.5% | -36.7% | +45.2% | +11.2% |
| 30D | +34.2% | -42.0% | +76.2% | +37.8% |
| 3M | +10.0% | -33.2% | +43.2% | +11.1% |
| 6M | +56.8% | +2.1% | +54.7% | +42.7% |
| YTD | +14.2% | +90.3% | -76.0% | -6.3% |
| 1Y | +20.8% | +67.7% | -46.9% | +0.7% |
| All | +86.0% | +153.0% | -67.1% | +33.2% |
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