-40.2%
GFS vs PENG
+54.5%
-94.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -9.1% | +3.2% | -2.3% |
| 7D | -12.5% | -20.5% | +8.0% | -4.5% |
| 30D | -16.9% | -20.4% | +3.4% | -12.1% |
| 3M | -22.3% | -16.4% | -5.9% | -20.0% |
| 6M | -40.2% | +49.2% | -89.5% | -56.7% |
| All | -40.2% | +54.5% | -94.7% | -56.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling