+534.9%
GEV vs PENG
+68.3%
+466.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +9.3% | -2.1% | +4.5% |
| 7D | -3.8% | -3.8% | 0.0% | -3.4% |
| 30D | -17.4% | -40.1% | +22.7% | -6.4% |
| 3M | -16.2% | -21.8% | +5.6% | -12.4% |
| 6M | -20.2% | +3.3% | -23.5% | -26.3% |
| YTD | +27.2% | +133.6% | -106.4% | -10.8% |
| 1Y | +44.6% | +110.7% | -66.1% | +4.6% |
| All | +534.9% | +68.3% | +466.6% | +336.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling