+25.4%
GEN vs PENG
+115.2%
-89.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.4% | -8.6% | -2.8% |
| 7D | -1.2% | +4.5% | -5.7% | -1.7% |
| 30D | +10.1% | -7.1% | +17.3% | +10.7% |
| 3M | +16.1% | -27.3% | +43.3% | +17.5% |
| 6M | +38.9% | +169.6% | -130.7% | +15.8% |
| YTD | +14.4% | +164.6% | -150.2% | -4.6% |
| 1Y | +5.9% | +109.5% | -103.6% | -9.5% |
| 3Y | +58.8% | +98.9% | -40.1% | +28.8% |
| All | +25.4% | +115.2% | -89.8% | +0.6% |
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 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