+35.8%
GFS vs PENG
+118.5%
-82.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.4% | -4.9% | -1.0% |
| 7D | +1.0% | +4.5% | -3.5% | -0.8% |
| 30D | -8.6% | -7.1% | -1.5% | -5.9% |
| 3M | -46.5% | -27.3% | -19.3% | -41.4% |
| 6M | -4.8% | +169.6% | -174.4% | -31.1% |
| YTD | +29.7% | +164.6% | -135.0% | -6.8% |
| 1Y | +35.8% | +109.5% | -73.6% | +0.6% |
| All | +35.8% | +118.5% | -82.6% | +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 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