+62.2%
GEV vs PENG
+106.3%
-44.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.3% |
| 7D | +8.1% | +7.8% | +0.3% | +6.3% |
| 30D | -1.9% | -12.2% | +10.3% | +0.7% |
| 3M | +4.1% | -20.6% | +24.7% | +6.4% |
| 6M | +23.2% | +180.9% | -157.7% | -7.9% |
| YTD | +48.9% | +162.3% | -113.4% | +12.3% |
| 1Y | +62.2% | +107.3% | -45.1% | +17.7% |
| All | +62.2% | +106.3% | -44.1% | +17.7% |
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