+33.3%
GEN vs PENG
+50.3%
-17.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.9% |
| 7D | +1.0% | -16.1% | +17.1% | +2.1% |
| 30D | +29.1% | -41.5% | +70.6% | +34.2% |
| 3M | +2.9% | -19.1% | +22.0% | +2.9% |
| 6M | +33.6% | +0.9% | +32.7% | +24.8% |
| YTD | +12.0% | +128.2% | -116.2% | -7.8% |
| 1Y | +16.2% | +98.6% | -82.4% | -2.8% |
| 3Y | +65.1% | +188.2% | -123.1% | +25.5% |
| 5Y | +33.3% | +55.5% | -22.2% | +4.5% |
| All | +33.3% | +50.3% | -17.0% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling