+57.7%
GEV vs PENG
+118.5%
-60.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.4% | -1.4% |
| 7D | +3.3% | +4.5% | -1.3% | +2.2% |
| 30D | -7.5% | -7.1% | -0.4% | -6.1% |
| 3M | -2.2% | -27.3% | +25.1% | +1.4% |
| 6M | +12.1% | +169.6% | -157.5% | -15.2% |
| YTD | +44.4% | +164.6% | -120.2% | +8.9% |
| 1Y | +57.7% | +109.5% | -51.8% | +14.2% |
| All | +57.7% | +118.5% | -60.8% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling