+112.3%
GEN vs PENG
+520.3%
-408.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -23.0% | +22.1% | +1.0% |
| 7D | +8.5% | -36.7% | +45.2% | +12.3% |
| 30D | +34.2% | -42.0% | +76.2% | +39.3% |
| 3M | +10.0% | -33.2% | +43.2% | +12.0% |
| 6M | +56.8% | +2.1% | +54.7% | +48.2% |
| YTD | +14.2% | +90.3% | -76.0% | 0.0% |
| 1Y | +20.8% | +67.7% | -46.9% | +7.0% |
| 3Y | +84.1% | +154.2% | -70.2% | +51.7% |
| 5Y | +37.1% | +28.3% | +8.8% | +16.5% |
| All | +112.3% | +520.3% | -408.1% | +56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling