-19.4%
GFS vs PENG
+101.4%
-120.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.4% | -4.9% | -0.7% |
| 7D | +1.0% | +4.5% | -3.5% | -0.6% |
| 30D | -8.6% | -7.1% | -1.5% | -6.3% |
| 3M | -46.5% | -27.3% | -19.3% | -42.0% |
| 6M | -4.8% | +169.6% | -174.4% | -31.4% |
| YTD | +29.7% | +164.6% | -135.0% | -6.8% |
| 1Y | +35.8% | +109.5% | -73.6% | +3.2% |
| All | -19.4% | +101.4% | -120.8% | -44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling